as Refel Jeanne and Shane Loughlin.
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The women's worried families say none of them have been active on social media since their disappearance.
They have shared photos online and appealed for information, saying that it is out of character for them to go off the radar.
Eve Smith's car is still at the venue, according to her sister Lauren Doyle.
In a social media post, Lauren wrote: "It is known that they went to the Muffler in Maesglas and then went to Trecco Bay on Friday night but left there to an unknown location during the night.
"They were last seen at approximately 2am.
"None of them have made contact with friends or family, which is very unusual. We are all worried sick and thinking the worst."
A relative of Shane's has also said that he is missing and that the family are working with detectives to find him.
A Gwent Police spokesperson confirmed that they were investigating the disappearances.
A spokesperson for Trecco Bay Holiday Park said: "We are aware of reports of five missing people.
"None of these people were registered guests at the park, however we are assisting police with their enquiries."
Shane Loughlin is one of two men who is missing along with the women Credit: Media Wales