The graves were opened at a tiny Holy See cemetery on Thursday but turned out to be completely empty.
Emanuela Orlandi's disappearance in 1983 is one of Italy's most enduring mysteries, and the opening of the tombs at her family's request was the latest search for possible leads.
Instead, the grave site inspections raised only new questions: what happened to the remains of the two princesses who were buried in the side-by-side tombs in 1836 and 1840, respectively, in Teutonic Holy Field near St Peter's Basilica?
"The tombs are empty. We are all amazed," Orlandi family lawyer Laura Sgro told reporters. It was Ms Sgro who had received an anonymous letter suggesting the family check out the tombs in the cemetery where a stone angel holds a scroll reading in Latin "Rest in peace".
Witnessing the tomb's opening along with Ms Sgro, and a technical expert for the Orlandi family was Pietro Orlandi, whose 15-year-old sister disappeared after she went to her music lesson in Rome on June 22 1983.
The siblings' father worked as a messenger for the Vatican and the family lived in Vatican City State.
The Vatican said in a statement that the opening of the tombs "yielded a negative outcome. No human remains nor funereal urns were found".
It said the inspection of Princess Sophie von Hohenlohe's tomb turned up an underground chamber measuring roughly 13 by 12ft that was "completely empty."
Then the stone lid of an adjacent sarcophagus of Princess Charlotte Federica di Mecklenburg was removed and inside "no human remains were found", the Vatican said.
It added that relatives of the two princesses were informed that the tombs of their loved ones were empty.
A Holy See spokesman, Alessandro Gisotti, said the Vatican is combing through documentation about two structural projects that involved the cemetery area, one in the late 1800s, and the other between the 1960s and 1970s, in case that work might explain why the princesses' remains were not there.
The Vatican had announced it had engaged a forensic anthropology expert, who is a professor of forensic medicine at a Rome university, to examine the remains and prepare them for DNA testing. But that arrangement proved premature when no remains were found.
Pietro Orlandi said that in a certain sense that no bones were found was "personally a relief" since it would have been upsetting to view remains that might have been those of his sister.
Speculation has swirled around Emanuela's fate for years. Conspiracy theories have abounded, including perhaps she was kidnapped as a part of a failed bid for the release of the Turkish gunman who shot and severely wounded Pope John Paul II in St Peter's Square in 1981.
Last year, two set of remains were found during renovations in the basement of a building on the grounds of the Vatican's embassy in Rome. Scientific testing ruled out that the remains were Emanuela's.
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