Sheila Patricia Madore, 49, was last seen in late July 2020 in the Gottingen Street area of Halifax.
Halifax Regional Police say they received a complaint just after 11:30 a.m. of a man throwing rocks at a home in the 2400 block of Brunswick Street.
Halifax police say the man showed up at the building around 6 p.m. and made threatening comments to an employee. He then threatened to burn down the building.
The candle vigil started after people marched to the police station on Gottingen Street where they placed lit candles on the steps.