Savannah Guthrie said her family was "desperate" and "begging for help" in the disappearance of her mother.
Multiple law enforcement agencies are conducting an investigation after chemicals, ammunition and drugs were found inside a home in Olney.
Amanda Stofer, McHale's daughter, said news of the search initially gave her hope that investigators had found answers about her mother's disappearance.
Federal authorities have seized more than 300 drones flying near World Cup stadiums across the U.S. since the tournament began June 11.
Agents accuse her of committing $100 million in fraud through a kickback scheme.
The FBI and NYPD conducted searches on Wednesday morning at various locations in the city as part of an ongoing investigation into corruption at the nation's largest police department.