The Sabah newspaper, which is close to Turkish President Recep Tayyip Erdogan, published images of what it referred to as the "assassination squad", apparently taken at passport control at the airport. "It is (the duty) of the consulate officials", Mr Erdogan said during a visit to Hungary.
"God willing, we will not be faced with a situation we do not want".
Mr Erdogan called Mr Khashoggi a "journalist and a friend".
He said he was personally following the case but had no new evidence to table.
In August, Saudi Arabia expelled the Canadian ambassador and froze "all new business" with Ottawa over its criticism of the kingdom's arrest of women's rights activists - yet another warning to the West reflecting Riyadh's newly assertive foreign policy. Turkish police say there are no signs of him going out of the building, while Riyadh claims he left the same day.
Multiple media reports say that the group of 15 Saudis descended on the consulate Tuesday and later left.
The U.S.is concerned about Khashoggi's whereabouts, Nauert said, and would like to see the Saudi government conduct a thorough and transparent investigation into what happened to him.
"Jamal was - or, as we hope, is - a committed, courageous journalist".
The U.S. State Department said it did not know what happened to Khashoggi and whether he was alive or not.
Saudi officials have denied allegations that Khashoggi was killed at the consulate, calling them "baseless".
Khashoggi, a United States resident for about the past year, has written articles critical of Saudi Crown Prince Mohammed bin Salman. "I also urge Saudi Arabia, especially King Salman and Crown Prince Mohammed bin Salman, to show the same level of sensitivity and release CCTV footage from the consulate".
"The consulate officials can not save themselves by simply saying "he has left". Lindsey Graham, R-S.C., said in a string of tweets Monday that "if there is any truth to the allegations of wrongdoing by the Saudi government it would be devastating to the US-Saudi relationship and there will be a heavy price to be paid-economically and otherwise".
"If Saudi authorities surreptitiously detained Khashoggi it would be yet another escalation of Crown Prince Muhammad bin Salman's reign of repression against peaceful dissidents and critics", Sarah Leah Whitson, Middle East director at HRW, said.
The U.N. human rights office said Khashoggi's disappearance is "of serious concern".
"And the Turkish government must assume its role and deal with the case of Jamal Khashoggi because Turkish sovereignty has been violated", she added.
The journalist said he had been banned from writing in the pan-Arab Al-Hayat newspaper, owned by Saudi prince Khaled bin Sultan al-Saud, over his defence of the Muslim Brotherhood which Riyadh has blacklisted as a terrorist organisation.
"At the moment there are certain people who arrived from Saudi Arabia".
"Turkey is maintaining a very delicate balance in its relations with Saudi Arabia".
Saudi authorities insist he left the consulate.
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