Always go to the shelter. If you call they have to many animals to be able to pick yours out correctly. Also I would take a picture with you and leave it just in case your pet comes in later. JFYI
Call them. But, personally, I'd go to the shelter and look around. You may also want to call animal control. Call the regular police number, not 911!!! I think you press 8 to get someone who could help you. Best of luck! I hope you find your baby soon!!!
You just call or go there to check.
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