Authorities are still trying to identify the first alleged victim of Shawn Grate, the suspected Ohio serial killer who is charged with killing two women and a suspect in two more murders.  In September, Grate allegedly confessed to killing a woman in 2005 whose remains were found scattered across soybean fields off a Marion County country road in March 2007 by a man collecting cans.  But the identify of the victim — now known as Jane Doe — remains unknown, and Grate has not been charged in her death.  “It’s frustrating,” Marion County Sheriff Tim Bailey tells PEOPLE. “Very, very frustrating. Particularly for my people who want to identify her and get her back to her family.”  • Want to keep up with the latest crime coverage? Click here to get breaking crime news, ongoing trial coverage and details of intriguing unsolved cases in the True Crime Newsletter.  Grate allegedly confessed to Doe’s murder after his arrest days earlier in Ashland, two counties east of Marion, after police received a desperate 911 call from a woman who alleged Grate had abducted her.  “When they were putting him back in his jail cell he [allegedly] said ‘Well, yeah, I killed a girl in Marion,'” Bailey tells PEOPLE. “It was that easy.”  Grate allegedly told authorities the woman’s name was Diana, Dana or Dina. He allegedly said she sold magazines. He believed she was from Ohio but couldn’t remember her full name.  • Pick up PEOPLE’s special edition True Crime Stories: Cases That Shocked America, on sale now, for the latest on Casey Anthony, JonBenét Ramsey and more.  After Grate’s statements, officials consulted with the Department of Justice’s National Missing and Unidentified Persons System, but the database failed to yield Doe’s identity.  Todd Matthews of the National Missing and Unidentified Persons System tells PEOPLE that the lack of a missing person’s report has presented difficulties.  “Even in the best situation, like having an unidentified body, with one missing piece of the puzzle, a puzzle cannot be completed,” Matthews says. “And often the lack of the missing persons report is the missing piece.”  Matthews says most missing persons cases go unsolved for several reasons: because the system is not fully utilized, missing persons reports are not filed properly by law enforcement agencies and family members don’t report their loved ones missing.  Bailey believes Doe may be from out of the country. He tells PEOPLE he is currently working with another agency following a new lead. He could not comment further on the lead, citing the ongoing investigation.  “It’s to a personal level of wanting to bring this girl home,” Bailey says. “She was found on a road called Victory Road so internally the guys here are calling her ‘Vicky.’ It puts a name to a face, and even after all these years, every time we get a lead we still get a little excited.”  Grate has been charged with killing two women – Elizabeth Griffin, 29, and Stacey Stanley, 43 – and kidnapping another.  He is a suspect in two more homicides: Doe’s and that of Candice Cunningham, who was killed last year. Grate allegedly led investigators to Cunningham’s body.  Five dead women in total have been discovered so far in connection with Grate.  Grate remains in custody at the Ashland County Jail on $1 million bail. Grate has pleaded not guilty to two counts of murder and one count of kidnapping. If convicted, he could be sentenced to death.  His attorney could not be reached for comment.
Shawn Grate allegedly told police he killed the woman in 2005, but that he couldn’t remember her name