Lynda Spence, 27, has not been seen since April 2011, but she was not reported missing until the following month.
Prosecutors allege that Colin Coats, 42, David Parker, 38, Philip Wade, 42, and Paul Smith, 47, abducted, tortured and murdered her, which the four men deny.
Ms Spence's parents, Patricia and James Spence, told the High Court in Glasgow yesterday that Coats came to their home and told them their daughter owed him £10,000 in the days after she disappeared.
Coats was "like a mad man", "banging his hands on the couch" when she got upset and mentioned getting the police involved, Mrs Spence, 56, said.
He apparently told them "I'll get years" if detectives looked into e-mails and files on his computer, the court heard.
Mr Spence, 68, said: "We discussed the situation about the money. My wife asked if [Coats] knew where Lynda was and he said he didn't.
"My wife got all upset and then he started losing the rag.
"She was saying that if Lynda owed him money then she was going to the police.
"Coats's reaction was to start banging the couch and saying 'You will not be getting any police. If the police get involved I'll get years'."
Mr and Mrs Spence said they reported their daughter missing on May 13, 2011, after a detective visited their home and told them he was looking for Ms Spence in connection with fraud inquiries.
They admitted to the court that they did not tell police everything they knew initially but gave another statement on June 2, 2011, when Ms Spence's phone was found in a bin in Kilbirnie, Ayrshire.
"I knew when her phone was found in that bin that there was something no right," Mr Spence said.
Coats, Parker, Wade and Smith are accused of taking Ms Spence from a street in Glasgow on April 14, 2011.
They are said to have held her hostage at a flat in West Kilbride, Ayrshire where they allegedly bound, gagged and assaulted her in an apparent attempt to extract financial information from her.
The trial continues.