Seven investigators arrived in El Rosario late Tuesday night after a tip from the staff of a local restaurant, reported the San Diego Union-Tribune.
The McStay family -- Joseph McStay, a Fallbrook businessman; his wife, Summer; and their two children, Gianni 4, Joseph Jr. 3 -- have been missing since early February.
"Seven of my best agents are in that location right now, looking for the family, "Arenas told the paper.
The information was given to authorities via Michael McStay, Joseph's brother, who lives in Orange County, according to the Union-Tribune.
The Union-Tribune said a family friend who traveled to Baja California to distribute fliers went into a restaurant where waiters said they recognized the family.
Businessman Joseph McStay, his wife, Summer, and their two young sons -- Gianni 4, Joseph Jr. 3 -- were last heard from Feb. 4.
Investigators also have e-mails indicating the couple asked about passport requirements for traveling to Mexico with children shortly before they disappeared. Relatives said it was uncharacteristic of the McStays to simply pick up and leave the country without telling family members.
"I know I should feel a little bit better, but I don't," Russell said. "My mother is distraught. I don't think my sister would torture my mom like that."
She last spoke to her sister on the phone Feb. 4.
Mike McStay, Joseph's brother, set up a Web site to field tips about the family's whereabouts and has forwarded any promising information to investigators.
Neither Joseph nor Summer McStay is fluent in Spanish, according to relatives. Summer McStay's passport is expired. Their youngest son's birth certificate, required for re-entry to the United States by minors under 16, is with a grandmother, relatives said.
Detectives have no evidence that the family had financial problems or were facing threats.
The couple left their dogs at home and food rotting in their kitchen.
Anyone with information about the case is being urged to call deputies at (858) 974-2321 or (858) 565-5200 after-hours.
Tips can also be called in anonymously to CrimeStoppers at 888-580-TIPS(8477). A reward of up to $1,000 is being offered by CrimeStoppers for information leading to an arrest.