Police are working on an assumption that the 30-year-old's body will be found in the Öresund strait between Denmark and Sweden, homicide police chief Jens Møller Jensen confirmed via a video released to the press on Thursday.
“The case is being investigated behind closed doors, so there is a lot I am unable to say,” Jensen said.
“We have still not found a body. It is our clear presumption that we are searching for a dead person in the area around Køge Bay on both the Danish and Swedish sides,” he said.
Freelance journalist Wall vanished after having boarded the 18-metre UC3 Nautilus sub on Thursday evening last week, apparently as part of her work on a feature story about its owner, inventor and entrepreneur Peter Madsen.
Madsen alone was brought back to a harbour on Copenhagen on Friday after the vessel sank in waters near Køge Bay.
The Swede's body was not found inside the submarine after it was raised and brought to Copenhagen for forensic examination.
Earlier this week, police stated that they would not release details of the evidence found on board the vessel, in order to avoid prejudicing the ongoing investigation.
46-year-old Madsen is accused of negligent manslaughter and was on Saturday remanded in custody for 24 days.
Swedish and Danish authorities are now cooperating on the search for the missing reporter.
Jensen repeated the call for witnesses to come forward with possible information relating to the route taken by the submarine on Thursday evening and Friday morning.
The police chief confirmed that “ferry traffic” had been in contact with the submarine in the Middelgrunden area of the strait at around 11:30pm and again at midnight on Thursday, but did not provide further details.
The sub was next seen at 10:14 the following morning, he said.
An important part of the police investigation involves being able to map the route taken by the submarine. As such, people sailing in the area who are certain they did not see the Nautilus were also encouraged to come forward, Jensen said.
“We are also very keen to receive help from people on the water,” he added in reference to boats and ships in the Køge Bay area.
“If you come across drifting objects, please check them. If possible, please pick them up and remove them, so the same uninteresting elements do not disturb the investigation,” he said.
On Wednesday morning, Police reported that a lifejacket had been handed in to them after being found washed up in low-lying waters near the Saltholm island, but was not being considered as relevant for the case.
Jensen added that an aircraft search had not yielded any leads and that Swedish police were currently using a helicopter in their own search.
Submarine disappearance timeline: What we know so far
Thursday 7pm: The submarine, crewed by its owner Peter Madsen and a Swedish journalist, sails from the Refshaleøen island harbour near Copenhagen.
Thursday 8:30pm: Denmark military authorities receive a message from a cruise ship that observed the submarine sail out of Copenhagen Harbour, according to a DR report.
Thursday around midnight: “Ferry traffic” sights Nautilus for the last time until the following morning.
Friday 2:30am: The partner of the Swedish woman reports that the craft is missing. Danish authorities begin searching for the submarine.
Friday 10:14am: The submarine is sighted in Køge Bay. Radio contact is made and the owner says he is setting course to Copenhagen, and that the submarine has technical problems. Nautlius sinks shortly afterwards.
Friday 11:00am: The owner is recovered by a private boat, but there is no sign of the second crew member. The owner is sailed to land at Dragør Harbour.
Friday afternoon: Police in Sweden state that a missing person alert issued during the morning pertains to the woman on board the submarine and remains in place, reports Swedish news agency TT.
Friday 5:44pm: Copenhagen police announce through a press statement that the owner of the Nautilus has been charged over the woman's death. Police divers have located the sunken submarine but have not yet gained access to it.
Saturday afternoon: Madsen is remanded in custody for 24 days by Copenhagen City Court as work to raise the submarine begins and the identity of the woman emerges as journalist Kim Wall, after her family contacts Danish media.
Sunday: The raised submarine is brought to land and police technicians begin their examination, but no body is found on board.
Monday 9:30am: Madsen's lawyer informs media that her client accepts his preliminary detainment on charges of manslaughter.
Monday 2:26pm: Following a forensic examination of the wreck, police announce that they believe the submarine to have been deliberately sunk.
Tuesday 1:53pm: Police announce that they are broadening their search area towards the Swedish coast, are working in cooperation with Swedish authorities and are using aircraft in the search for Wall.
Thursday: Police confirm that they are searching for a “dead person in the area around Køge Bay on both the Danish and Swedish sides”, and that aircraft searches have failed to yield any strong new leads in the search.