The Shenzhen police previously told Mr. Lee’s family that they had no record of him entering the city, even though Mr. Lee’s friends say he had shared a meal with them there, the South China Morning Post reported on Wednesday.
In late August, The Liberty Times, a Taiwanese newspaper, published a photo of Chinese military vehicles that it said had been taken by Mr. Lee on the mainland. It said that he was thought to have been in Shenzhen on Aug. 19 and 20.
The newspaper also reported that Mr. Lee had been expected to fly to Indonesia from Hong Kong in late August, but failed to arrive at his destination.
Chiu Chui-cheng, a deputy minister in Taiwan’s Mainland Affairs Council, said in August that Mr. Lee had been heard from while in Hong Kong but he disappeared after entering the mainland.
Many people in Taiwan, a self-governing island with a lively democracy, view the Chinese government with deep suspicion and see the demonstrators in Hong Kong as kindred spirits. Beijing has long claimed Taiwan as part of its territory but has never controlled it.
China has a long history of arresting or holding foreigners for mysterious reasons, often as part of a larger diplomatic strategy. And in recent years, a few people in Hong Kong — including a succession of local booksellers and one of mainland China’s most politically connected financiers — have turned up in custody on the mainland after being suddenly abducted.
In August, an employee of the British Consulate in Hong Kong was detained for weeks after disappearing during a business trip to Shenzhen. The Chinese government said the man, Simon Cheng, a Hong Kong resident, had been held under administrative detention, without specifying what, if anything, he was accused of having done wrong.
Mr. Cheng’s disappearance prompted fears that China had detained him as a warning either to Hong Kong protesters or to Britain, the city’s former colonial occupier, which has called on Beijing to honor the 1997 agreement.