HOUSTON -- A 23-year-old man has been charged with capital murder in the shooting deaths of his girlfriend and her baby daughter in their Houston home on Friday.

Authorities said Monday that they believed the suspect, Jonathan Figueroa, is heading toward the Mexican border in a maroon Ford Taurus with Texas license plates CTS3225.

Homicide detectives said that before Veronica Mercado died, Figueroa made statements to a friend that caused the friend concern for Mercado's welfare. When police went to her home to check on her, they found the front door forced open, CBS affiliate KHOU reports.

Mercado, 26, and her daughter, Linette Cano, had been shot multiple times and died at the scene. Mercado was found still holding the child, who would have turned 2 Nov. 21, the station reported. The home's front door had been forced open. Mercado's two older children were at school at the time.

A co-worker said Mercado was having problems with Figueroa and was afraid of him.

"There is a history of family violence going on here," said Houston Police Department Sgt. Mark Holbrook, according to the station.

Figueroa is not the child's father.