Serial Killer w. a Twist (Find the book & Recommendations)

[Alice]

Hello everyone! I love dark serial killer and thriller books and I am looking for a book where the first person to go missing (the first victim) turns out to be the actual killer. I think it might have been a woman but I don't quite remember because I read it such a long time ago.
If anyone has a recommendation of a thriller book with a similar twist please provide it as well.
Thank you so much in advance to everyone!