The San Diego Sheriff's Department isn't saying much about the death, but has said detectives aren't ruling out the possibility that Zahau killed herself.
"Obviously the investigation is not complete yet, but as far as what I know about my sister, my sister did not commit a suicide," Mary Zahau-Loehner, Zahau's sister, says in a statement to the media.
"My sister was not depressed, my sister was not frantic, my sister was planning to call my parents the next day."
Zahau was found naked and hanging by her neck from a balcony at Shacknai's home. Her hands and feet were bound behind her.
We're not homicide detectives, but that seems like an odd way to take your own life.
Former San Diego homicide detective/suicide expert Rick Carlson seems to agree, telling Radar Online that "the whole thing is very suspicious - it just does not seem right to me."
Carlson via-Radar Online:
"I investigated hundreds of suicides in my career but never anything like this one - it would be very unusual for a woman to take her life in such a spectacular way naked.
"Usually when people commit suicide they go to a very quiet place because they are so sad - the detectives examining the case will be looking at the type of knot that was used to bind her.
"She was a physically fit person, so, it would have been possible for her to perform this act but I never came across any similar case in my 35 years career."
We want to know what you think: could Zahau's death have been a suicide, or is it murder.
Cast your vote below.