With the blessing of the police and FBI, Shane's family called on the Garden State Underwater Recovery unit, a volunteer group, to help in their search.
It was around 10:15 a.m. Sunday when divers started searching the area of the Schuylkill River near the parking lot that Shane was spotted walking towards.
Both police and Shane's family confirm to Action News that the missing 21-year-old's personal keys were found in the water near the river bank.
Kevin Verbrugghe, Shane's uncle, tells us, "They discovered a set of keys in the water. They brought them to the surface and brought them to us. I identified them as Shane's, positively identified as his."
The keys, attached to an Eagles lanyard, were recovered in the river - not in the canal where earlier searches were concentrated.
Shane's uncle says, "It's just a piece to the puzzle. The puzzle is definitely not done."
Philadelphia Police Commissioner Charles Ramsey says, "It doesn't necessarily bring us any closer to finding him. But hopefully we will find him in order to bring some closer to the family."
After a three and a half week search Shane remains missing.
The leading theory now is that Montgomery walked into a parking lot along the river and somehow ended up in the water.
It is now known that a surveillance camera captured Montgomery crossing the bridge to a parking lot on the banks of the Schuylkill River in the early morning hours of Thanksgiving Day.
The footage, retrieved and being withheld by police, represents a big break in the case.
The video came from Christie's Nail Salon, which is located near Kildare's Pub, sources said.
Sources say it shows Montgomery crossing the bridge over the Manayunk Canal but never returning, shortly after the 21-year-old had left Kildaire's.
Montgomery is a West Chester University student. His disappearance has sparked a massive social media effort.
A flyer with his picture on it can be seen all over the area.
The reward in the search for the 21-year-old West Chester University student now stands at $65,000.
Montgomery was last seen leaving Kildare's Irish Pub in the Manayunk section of Philadelphia early Thanksgiving morning after a night out with friends.
Kildare's management said he left the bar without a problem. A relative, who works at Kildare's, told Shane it was closing time and that he left at 1:50 a.m.
Staffers reportedly saw Shane turn left out of the door and head south on Main Street.
A ping from his cellphone was picked up near the CVS Pharmacy on Main Street, located about an hour after he vanished.
He was last seen wearing a gray hoodie, a gray button-up shirt and jeans.
Shane is 5'11" tall, weighs 140 pounds with short brown hair and green eyes.
He has a large Celtic tattoo across his shoulder blades.
Anyone with information is urged to contact authorities at 215-686-3353/3354.