Police in the US have now released images of missing Canberra man Paul McKay on the day before he was last seen walking in freezing conditions in New York State. A search party of five, made up of forest rangers and members of the state police Special Operations Response Team are conducting a grid search on Friday, US time, reports have said. In a statement released overnight, Saranac Lake Police Department said eight forest rangers and a police helicopter had been assigned to the search for Captain McKay – a member of the Australian Army – on Thursday, after he was last spotted on December 31 in winter clothing walking in the rugged north of the state. The images show Captain McKay, an Afghanistan veteran, at an Albany bus terminal on December 30, from where he reportedly traveled to Saranac Lake and that night emailed his father from a Best Western inn to say he was leaving him all his possessions. Saranac Lake police chief Bruce Nason said the 31-year-old was last seen walking on railroad tracks at noon the next day, wearing winter weather clothing and carrying a large backpack. “This coupled with his military training and physical fitness make it likely that he is well prepared to survive in winter conditions,” Chief Nason said. “[Police] continue to receive information daily from the public regarding missing person Paul McKay.” The Adirondack Daily Enterprise had earlier reported a police timeline which said the Canberra man had arrived at a New Jersey airport from Australia on December 29, and been reported missing by his family on January 3, with the December 30 email the last communication with their son. "In this email … he shared some financial information and some other information that would lead us to believe he didn't plan on going back," Chief Nason said. It is reported the grid search on Friday will occur between Ray Brook and Lake Placid, with preparations being made for a wider search effort including certified volunteers and two canine teams set to begin Saturday. Saranac Lake, the nearest major village, has average January daily lows of minus sixteen degrees and highs of minus three degrees, with snow having fallen in recent days. Police Chief Nason said the man’s father, John McKay, tracked the IP address of the December 30 email to the inn - where Captain McKay had stayed the night - then contacted village police. He also tried unsuccessfully to call his son's cellphone, which police believe won’t work in the US. “His phone hasn't been used," Chief Nason said. Police in the US said Captain McKay suffered from post-traumatic stress disorder. McKay's LinkedIn page reportedly said, after earlier overseas service, he spent 10 months in Afghanistan until January 2012. It said he was a battle captain on shift at Sorkh Bed Forward Operating Base in October 2011 when an Afghan solider opened fire on a group of 10 Australian soldiers, killing three and an interpreter, and seriously injuring seven other Australian troops. The Enterprise reported a Facebook page in the name of Paul McKay was set up on December 27, with about 15 photos of him uploaded. Both the LinkedIn and Facebook profiles have now been removed. The LinkedIn page reportedly said Captain McKay had worked for two years for the Defence Materiel Organisation after returning from Afghanistan, and in December joined the Australian Army's Directorate of Global Operations, Joint Operations Command. A Defence spokesperson confirmed on Friday that it was Captain McKay who had been reported missing in Saranac Lake. “Defence is providing support to Captain McKay’s family and is working with both US and Australian agencies to locate him,” the spokesperson said. Captain McKay had volunteered over the past year as an operations officer and communications specialist with the ACT State Emergency Service.