The Committee to Protect Journalists, a New York-based NGO, urged the Saudi authorities to immediately disclose information about Khashoggi's whereabouts.
On Tuesday, Khashoggi entered the consulate to get paperwork he needed in order to be married next week, said his fiancée Hatice, who gave only her first name for fear of retribution.
Khashoggi was last seen entering the consulate on Tuesday and mysteriously disappeared, though consulate officials claim he disappeared after exiting the building.
Turkish authorities believe he remains inside the consulate, while Saudi officials say he left the compound.
Trump told the rally "I love the king, King Salman".
In an editorial, it said: "Mr Khashoggi is not just any commentator". Turan Kislakci, a friend who heads the Arab Turkish Media Association, said that Khashoggi received assurances from Saudi officials before his visit that he could enter safely.
Khashoggi's disappearance is not, in and of itself, surprising. U.S. Secretary of State Mike Pompeo spoke by telephone Wednesday with Prince Mohammed, but it was unclear if the writer's case came up in their conversation.
In the coming days, Saudi government statements will be important in indicating what has happened to Khashoggi and whether Saudi policies towards dissidents overseas may have become more interventionist.
Saudi Arabia's Crown Prince Mohammed bin Salman said the kingdom's main sovereign wealth fund (PIF) will surpass its target of increasing its assets to $600 billion by 2020, as part of a plan to reduce the economy's dependence on oil.
He has 1.6 million followers on Twitter and has the benefit of having once had intimate access both to the ruling family and to Osama bin Laden at different times in his life.
Khashoggi is a longtime Saudi journalist, foreign correspondent, editor and columnist whose work has been controversial in the past in the ultraconservative Sunni kingdom.
Khashoggi's disappearance could complicate already fraught ties between Ankara and Riyadh.
Trump has been increasing his pressure on Saudi Arabia over rising oil prices.
Over the past years, Riyadh has also redefined its anti-terrorism laws to target activism.
Most scandals surrounding Saudi military spending are not that they're spending too little, but that they're buying so much deadly armament and killing so many civilians in neighboring Yemen.
In February, Khashoggi wrote in a column that restrictions on freedom of speech imposed by the crown prince had "sucked the oxygen from the once-limited but present public square".
After months of setbacks, the global and domestic legs of the IPO were pulled, as the prince's father King Salman stepped in to shelve it, three sources with ties to government insiders told Reuters in late August.
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