Hargreaves, a 36-year-old Wiganer, emigrated after retiring in 2012, for a new life in Morgantown, West Virginia.
However, after not being seen for a fortnight at the beginning of the year, he was reported missing to local authorities.
Despite renewed attempts to locate him, the search has hit a brick wall.
Following legal advice in the US, his family last week launched a £20,000 fundraising appeal to pay for private investigators to try to find him
And his elder brother, Gareth, has revealed one of the lines of enquiry will be a possible abduction - because his shower was still running when police attended his home.
"It's almost like he was abducted from his shower," said Gareth. "It's certainly a fear of mine.
"Obviously he was having mental health issues and in severe pain with his back from a car accident in December.
"I think the police thought he'd done something to himself and that certainly is a possibility that we also fear.
"But five months later, surely a body would have turned up.
"It's a bit strange if you wanted to disappear to leave your apartment unlocked with all your ID and some of your prized possessions.
"It's one of the reasons I can't leave this. If he's had a rubbish time and had enough so he's taken himself away, that's fair enough.
"But if something has happened and we didn't try to help or find him I could never forgive myself."
The Monongalia County Sheriff’s office issued a second plea to the public at the end of January for any clues regarding his whereabouts.
Since then, there has been a frustrating lack of progress - with the family still desperately hoping for information and answers.
"They turned over every stone as you can imagine, but it's just gone cold," Gareth told Lancs Live. "It's been dreadful, it's been the worst five months of my life.
"My mum is broken, she's having counselling, it's taken such a toll on her.
"My brother has just got married and it's a lot for him to take on.
"I've just had a baby, who is nine weeks old now so we've had to put it on the back burner for a little bit but now I'm trying to get life back together and chase this again.
"I want to find him, I want to bring him home. If that's not possible, I need closure. I just don't understand what's happened."