Absentia

After seven years, Tricia, a pregnant woman who lives alone in the Los Angeles valley, is finally ready to accept that her missing husband Daniel will not return. As she prepares to declare him dead in absentia, her sister Callie, a former addict, comes to stay with her. Together, they work to obtain Daniel's death certificate and find a new apartment for Tricia. As the date approaches, Tricia has terrifying nightmares and hallucinations about Daniel that her psychiatrist interprets as stress and guilt. While jogging, Callie runs into a gaunt man in a tunnel who seems shocked that she can see him. He begs her to contact his son, but she runs off. Later, she returns with food and leaves it in the tunnel.
When Callie discovers a pile of small metal objects on their doorstop, she assumes they were left there by the man in the tunnel, and she places them at the tunnel entrance. A man walking by advises her not to do so and deposits a trash bag in the same spot. She later finds the pile of metal objects on her bed. Detective Mallory, who has been investigating Daniel's disappearance, responds to the call and chastises the women for leaving their door unlocked in a dangerous neighborhood. Callie secretly relapses into drug use, and Tricia signs her husband's death certificate. As Tricia steps out on a date with Mallory, a bloody and barefoot Daniel suddenly appears in front of their apartment and collapses.
At the hospital, doctors diagnose Daniel as severely malnourished, dehydrated, and physically abused. Daniel seems surprised that others can see him and can only explain that he was "underneath". Tricia contacts his parents, and he returns home, where he acts strangely and urinates in fear of the sight of the tunnel. Mallory and his partner, Detective Lonergan, attempt to interrogate Daniel, but he does not respond. Later, Tricia breaks down and strikes Daniel, begging him to explain his disappearance, but he still does not respond. Mallory comes by, and he and Tricia talk in his car. Mallory pledges his devotion to her, and they kiss.
At the same time, Daniel surprises Callie in her room and explains that she made a trade with an insectoid creature that hides in the walls. Callie investigates strange movement by the bathroom and is knocked unconscious. When she wakes, she sees a creature pull Daniel into the tunnel and through the tunnel's solid walls. Lonergan interrogates Callie, and she lies about her drug use. When Tricia discovers Callie's stash, she accuses Callie of hallucinating the entire incident. Callie shows Tricia information she found on the Internet about missing people, including Walter Lambert, the man she saw in the tunnel; Lambert's son claims that he was taken by monsters.
Daniel's parents arrive, and Tricia tells them that Daniel has once again disappeared. The police discover Walter Lambert's bloody body at the entrance to the tunnel, and the man Callie saw earlier is revealed to be his son, Jamie. The police accuse Jamie of kidnapping local pets, and he implies that he has been offering them as sacrifices to recover his father. Tricia and Callie are attacked by the creature, and it kidnaps Tricia. Callie files a missing person report, then returns to the tunnel to offer a trade. She hears screams and sees the forms of people through the walls. Tricia's fetus is pushed through the wall, and Callie attempts to run. She is captured by the creature(s) before she can escape the tunnel.
Mallory finds an envelope Callie left for him that contains her research. Lonergan assures him that they will keep the cases open indefinitely. He speculates that Jamie, whom he suspects to be a serial killer, may have killed Tricia and Callie, but Mallory chooses to believe that Callie ran away and Tricia is happily living off the land somewhere. While Mallory puts up posters, he sees an apparition of Callie standing in the tunnel, but when he investigates more closely, she is gone. As he walks away, Callie watches him from the tunnel as the creature's limb rests on her shoulder.

Question: Who is kidnapped by the creature first?
Answer: Tricia