This is a rush transcript from "Your World with Neil Cavuto," September 21, 2021. This copy may not be in its final form and may be updated.

NEIL CAVUTO, FOX NEWS ANCHOR: All right, this was not the market ending that many investors had wanted to see, the Dow ending up losing still more ground, after being on more than 300 points, and all of that after yesterday's drubbing in the Dow, which sent it careening more than 600 points on concerns about a huge China real estate firm called Evergrande Group that is now in danger of going belly up.

Welcome, everybody. I'm Neil Cavuto. And this is YOUR WORLD.

And what to make of the Dow and the other markets' performance today after that shell shock of a trading day yesterday. A lot of market technicians look at this sort of stuff and say, after you have a huge sell-off, it's kind of nice to see the next day be an update. It wasn't.

Now, in perspective, it was a heck of a lot better than yesterday. But all of this comes at a time when there's growing pressure to see what happens in China could ever happen here. Most experts say no for the time being. But we have our own problems here, a debt ceiling breach that could come sooner than we think. They're pushing that off.

We're going to talk to Senator John Thune about the Republican effort to challenge the Democrats for punting on this one. We will get the read on that very shortly and the battle over handling all of this almost simultaneously. That could weigh on stocks as well.

But first to Susan Li on what happened to the earlier, very strong update - - Susan.

SUSAN LI, FOX NEWS CORRESPONDENT: Neil, not much of a rebound after the worst day for the stock market since mid-May on Monday. And, really, it was all over the place today with global investors still trying to figure out what the implications are from China and Washington, D.C.

So the Democrats are trying to raise the debt ceiling until after the 2022 midterms. But the GOP looks likely to try to block that in the Senate. So, government funding is just one of the risks that's been weighing on stock markets so far this month, along with the Federal Reserve and stimulus.

Throw in risk, as you mentioned, from China Evergrande, which is a huge real estate company over in China, which might default on $300 billion in debt, and a Delta variant, and all reasons we're looking at some jittery financial markets right now.

Now, September is typically, yes, the weakest month of the year for investors, the back half weaker than the first half. You're already down 3 percent on all three of the major indices. And we still got a week-and-a- half to go still.

Now, Wall Street likely also in a holding pattern until we hear from the Federal Reserve and Jay Powell tomorrow at the end of their two-day policy meeting. And do we get hints that they are cutting back on the $120 billion in bond purchases each month?

Wall Street had been expecting an announcement on the so-called taper before year's end. Today, though, we did see a small, I would call it a small bounce-back in big-tech high growth, like Apple and Tesla, oil also recovering from two days of losses. But this year has already been a banner year for stock markets.

We have already seen 54 record highs for the S&P 500. And, Neil, that's a reason why only a quarter, 22 percent of individual investors expect stocks to continue to rise over the next six months.

CAVUTO: Susan Li, thank you very, very much for that.

To Chad Pergram right now on the battle that could test the market's patience, though, and that has everything to do with what's going on here with debt, not with China with debt.

Spell it all out, Chad.

CHAD PERGRAM, FOX NEWS CONGRESSIONAL CORRESPONDENT: Hey there, Neil.

If it's September, expect drama on Capitol Hill over a government shutdown and this year drama over suspending the debt ceiling through next December. Democrats decided to marry the bills together to dare the GOP to vote no.

(BEGIN VIDEO CLIP)

SEN. JON TESTER (D-MT): We go through this dance all the time, only it's a dance that's very, very dangerous.

And, in the end, everybody I serve with understands that this could be catastrophic if we don't -- if we don't pass it.

(END VIDEO CLIP)

PERGRAM: The government literally can't pay veterans' benefits and maybe Social Security because it can't borrow and lacks sufficient cash.

The GOP is threatening a filibuster because Democrats want to pass the big social spending plan by themselves.

(BEGIN VIDEO CLIP)

SEN. MITT ROMNEY (R-UT): A single Republican vote on spending measures, but they think we should have to raise the debt limit for them. That's not something we're going to do.

If they're going to spend all the money on their own, then they're going to pay for it on their own. And it's ridiculous for them to think that somehow Republicans are responsible to pay through debt for the spending they intend to do on their own.

(END VIDEO CLIP)

PERGRAM: The GOP says Democrats should hook the debt ceiling to the $3.5 trillion bill. It's exempt from a filibuster. When asked what the backup plan is, Senate Majority Leader Chuck Schumer said -- quote -- "Ask Leader McConnell."

House Speaker Nancy Pelosi has warned liberals they may have to adjust the size of the bill. The House of Representatives is going to vote tonight on the debt ceiling and government funding bill probably about 6:30, 7:00 -- Neil.

CAVUTO: Chad Pergram, thank you for that.

To Senator John Thune on all this, the South Dakota Republican, of course, the Senate minority whip.

Senator, good to see you again.

SEN. JOHN THUNE (R-SD): Thanks, Neil. Good to see you.

CAVUTO: Where do you stand -- same here.

Then, do you stand on this Democratic effort to sort of patch all of this up, push back the deadline for the -- I guess the debt brink? Where are you on that?

THUNE: Well, first off, we have to fund the government at the end of the month.

And there are bipartisan votes to do that. You could get Democrats and Republicans that would support a continuing resolution that provides funding for the disasters in the Gulf and other things.

The one thing Republicans won't vote for, Neil, is to increase the debt limit to accommodate all the new spending and new taxes that the Democrats want to put through. When exactly the debt limit, when we reach the ceiling, is still to be determined, some say as early as mid-October. Some say it could be into late October or November.

But one way or the other, that's an issue that has to be dealt with. But we have argued all along, and it's entirely true -- and the Democrats are being dishonest when they say -- if they say it isn't -- is they can do it on their own. They run the whole government. They have got the House. They have got the Senate. They have got the White House.

They can pass an increase in the debt limit to accommodate this massive run-up in spending that they want to do and do what with Democrat votes. Republicans are not going to be complicit in or enable the -- one of the biggest expansions of government and biggest tax increases that we have ever seen in history.

CAVUTO: So, the Democrats counter, the way they're planning things now, they do need Republican votes, especially in the Senate, 60 votes there, to do it this way.

You're for breaking it all apart. If it's a separate vote on raising the debt ceiling, without tied to anything else, you would be OK with that?

THUNE: Well, what I'm telling you is that we would vote for a continuing resolution to fund the government.

But, no, we won't vote for a debt limit increase. And I think that the -- what the Democrats obviously are suggesting now is to try and get Republicans at 60 votes to do this. They can do it at 51. They are doing everything else at 51. They have been doing it at 51 since they got the majority.

They passed the $2 trillion spending bill last March. They have got this $3.5 trillion spending bill accompanied with tax increases on businesses and families and investment and everything else all included in a package that they can pass with 51 votes.

Procedurally, they can add the debt limit to that. There's nothing that prevents them from doing that. And we think that's the way they ought to do it. This is not our spending. This is their spending.

CAVUTO: They argue, as you know, Senator -- they argue, as you know, that when the shoe was on the other foot, Democrats were there for you guys to go ahead and raise the debt ceiling and keep going forward.

This, as you know, has happened under Republican and Democrat administrations alike, Republican and Democratic Congress alike. We go through this Kabuki theater all the time. Do you ever worry, though, that someone makes a false step, and, all of a sudden, our credit rating gets downgraded or confidence in American investments gets questioned, and the world avoids us because we look like a joke?

THUNE: Well, and that's what I'm saying. The debt limit needs to be increased. It's just a question of who provides the votes to do it.

And, as you point out, in the past, there have been times where there's been a bipartisan negotiation that put caps on spending, and included a debt limit increase. Typically, that's done in a time of divided government.

And when we have been in charge the government, we have been responsible for trying to make a deal to get the votes. What we're saying here is, they run the House, the Senate and the White House. They run all of government, and they are trying to pass with 51 votes the largest expansion of government, one of the largest expansions of government in history, and one of the largest tax increases in history.

Why should Republicans be expected to deliver votes to increase the debt limit to accommodate all that new spending? They can do it at 51. They should do it at 51. And our members are going to insist that they do.

CAVUTO: But the debt limit actually addresses all the prior spending, right, Senator? I mean, you're really paying for stuff that was already committed to under Republicans and Democrats, right?

THUNE: No, that was actually accommodated -- the suspension of the debt limit that ended on July 31 took care of all the spending or all the debt that had been accumulated in the last couple of years.

The last time we did a debt limit increase was 2019. So, what this debt limit increase would do is, it would accommodate all the spending that they intend to do, which, by the lowest estimate, is about $3.5 trillion. Some say it's going to be more like $5.5 trillion.

CAVUTO: And, bottom line, you want no part of that. Unless they separate it -- unless they separate it, you want no part of that.

Let me switch gears very -- your vote on January 6 to certify the electoral votes has come back to haunt you and your criticism of Donald Trump at the time. You're facing a primary challenge right now.

Are you worried? Do you still stand by what you did and how you voted back then?

THUNE: Sure.

I mean, I followed the Constitution. That's the job that we have here. And it's my job to follow the law, follow the Constitution. We did that very clearly.

And I think the whatever the consequences are of that, I will accept that. But no, I don't have any -- I don't have any second thoughts about any of that.

CAVUTO: The president is apparently looking around to some senators who could challenge Mitch McConnell.

How do you feel about that?

THUNE: I don't think that's going anywhere.

The leader enjoys the full confidence of our conference. And his support is broad. It's strong. I mean, there may be an isolated person out there who's running for elective office that is making representations about what might happen if and when they get here.

But Leader McConnell has strong support. We're coming into some really difficult fights here. And they're great fights for Republicans. They're fights over spending and debt and taxes. Those are the kinds of fiscal fights that demonstrate the differences that we have with Democrats on the vision for the future of this country, philosophy of government.

We believe in limited government. They believe in more government and higher taxes. And so I think these are great fights. And Senator McConnell is going to be the person that navigates that for us in the weeks and months ahead.

And so I don't -- all that is, I think, just rumor mill-type information. But, in the end, what we're all focused on is trying to flip the majorities in 2022, and get a check and balance against this runaway left-wing agenda that the Biden administration is putting out there.

And so that unifies us. And I hope that, as we approach the agenda here in the next few months and the 2022 elections, that we will have a unified front going forward.

CAVUTO: All right, so it sounds like you would support Mitch McConnell.

Would you support Donald Trump if he were your nominee for president in 2024? He seems to be sending all the signals that he's running. It could be wrong. Would you...

THUNE: Well, I will say what I always say. And that is I will support the nominee of the Republican Party.

I mean, there is such a clear difference today between the Democrat agenda and the Republican agenda. And it's coming into true focus, I think, for the American people. And they're going to have a very clear choice in '22 and '24, as they evaluate and look at this massive tax-and-spend agenda, the chaos at the border, the chaos when it comes to national security.

There is a major competence issue in Washington today with the Democrats. And our -- I think the American people are going to give us an opportunity to change that.

CAVUTO: So, if it's Donald Trump, the nominee, you, John Thune, would support him?

THUNE: I will support the nominee.

CAVUTO: Got it.

All right, John Thune, very good seeing you again, Senator. Thank you very much.

THUNE: All right. Thanks, Neil.

CAVUTO: All right.

Now, you might be noticing in the lower right portion of your screen a sell-off today in the Dow. And you might be saying, well, wait a minute. For a while, wasn't this thing up more than 300 points after yesterday's 600-point-plus shellacking? Yes, it was. Something happened.

And there are jitters and concerns.

Charlie Gasparino, what are those concerns?

CHARLIE GASPARINO, FOX NEWS SENIOR CORRESPONDENT: Neil, this was a pretty ugly finish. And I don't think that there's any way around it.

And I think the concerns are beyond this China real estate bubble. Usually, sort of flashes like this force investors and traders to basically focus on what's wrong with the U.S. markets and economy. And they're finding a lot wrong with it.

We have a potential huge chance for massive, de-stimulating tax increase, particularly on investors. We got issues with bubbles. We got potential inflation, which means the Fed may have to raise rates. We may have a real estate bubble, as I mentioned.

So you start putting all this thing together. And I -- no one cares about the debt ceiling just yet. I don't think anybody believes that we're going to go into the fault. The Democrats control the whole thing. They -- I mean, nominally, but they still control it, with Kamala Harris breaking the tie in the Senate.

These are just side issues. But these side issues, including this China real estate debacle, force people to look at the glass. It was half-empty. It's -- excuse me -- it was half-filled for a couple years here now. It's increasingly going to be half-empty, I believe.

And you're going to see that. I mean, corporate earnings are slowing. There's a lot of reasons to take profits right now and maybe to sell stocks. That doesn't -- listen, I hate predicting stuff. I'm just telling you why we're getting these jitters.

And, today -- the market should have been up today. I mean, this was a lousy, ugly finish.

CAVUTO: It was, yes.

GASPARINO: And it's because of everything I just laid out.

So, caveat emptor. If you're a small investor out there, it could get kind of rough because the U.S. economy -- I mean, I'm telling you, Neil, you think about it this way. We may have to -- they're going to raise taxes and possibly raise rates? How crazy is that, if that does happen?

That can't be good for stocks.

CAVUTO: Yes, not at the rate they're going in Washington right now.

GASPARINO: No.

CAVUTO: We will keep an eye on it.

GASPARINO: No.

CAVUTO: Charlie Gasparino, thank you very much, my friend.

Meanwhile, to the president of the United States. He is meeting with Boris Johnson as we speak. I think that's on tape delay.

Do we have it, guys? OK, no tape.

But when he does, we will update you on how they're getting along. Boris Johnson did say today that President Biden, to him, was a breath of fresh air. I thought he was really close with Donald Trump. What happened on that front?

After this.

(COMMERCIAL BREAK)

(BEGIN VIDEO CLIP)

JOE BIDEN, PRESIDENT OF THE UNITED STATES: We will lead on all the greatest challenges of our time, from COVID to climate, peace and security, human dignity and human rights. But we will not go it alone.

We will lead together with our allies and partners and in cooperation with all those who believe, as we do.

(END VIDEO CLIP)

CAVUTO: All right, it was the president's debut before the United Nations General Assembly. How was he received?

Let's go to Eric Shawn, who was there and still is -- Eric.

ERIC SHAWN, FOX NEWS SENIOR CORRESPONDENT: Hi, Neil.

President Biden is a familiar face here in the halls the United Nations. He was, of course, chairman of the Senate Foreign Relations Committee for years, vice president, now as president, stepped up to that green marble podium in the General Assembly hall and called for global unity.

The president used his address, his first one as president, to call for aggressively dealing with the COVID pandemic, to end it. He also derided 20 years of war, talking about Afghanistan, saying the answer is relentless diplomacy, and called for his fellow world leaders to move more aggressively in the face of climate change.

He talked about international rules, saying we are at an inflection point with authoritarianism, clearly, a shout-out at China. He did not mention that country by name. He talked about human rights and supporting democracy, saying the U.S. would push for fair economic policies, face any military threat and back the rule of international law.

(BEGIN VIDEO CLIP)

BIDEN: We are not seeking a new cold war or a world divided into rigid blocs.

The United States is ready to work with any nation that steps up and pursues peaceful resolution to shared challenges, even if we have intense disagreements in other areas, because we'll all suffer the consequences of our failure.

(END VIDEO CLIP)

SHAWN: Looming over this, of course, is that rift with France dealing with a submarine deal that scuttled Francis $66 billion for diesel submarines for Australia.

The president is set to have a phone call with French President Emmanuel Macron later on this week, but, man, is the French prime minister teed off. He is angry and bitter about that, calling it -- quote -- "a stab in the back."

(BEGIN VIDEO CLIP)

JEAN-YVES LE DRIAN, FRENCH FOREIGN MINISTER (through translator): It is not just trust within the transatlantic relationship. And the reason why I'm discussing it, I'm mentioning it in the context of the UNGA, it is because it is also a matter of the capability of defending multilateralism.

(END VIDEO CLIP)

SHAWN: Well, tomorrow, Secretary of State Antony Blinken will be meeting with the French prime minister just about -- well, many issues, but specifically about that issue.

And, Neil, despite all the weighty world issues that dominate the session, there are some lighter, different moments. Brazilian President Bolsonaro went and got a slice of pizza, stood on the street on the sidewalk.

I mean, you got to come to New York and get a slice. And the Turkish president, Erdogan, he's tooling around town in a really fancy black Maybach. But he's got these like tin flags. Turkey has like tin flags. They're kind of tacky, but that's what's going on here.

CAVUTO: Well, when you're in charge, you're in charge, just like you on a weekend with your family. I have seen that car. I have seen that car.

All right, thank you very much, Eric Shawn at the U.N.

John Bussey is with us right now, Wall Street Journal fame, FOX News contributor.

The president's in this odd position. He was welcomed by the foreign community as a breath of fresh air. Remember that in the European press? Now things have changed. What do you make of it?

JOHN BUSSEY, FOX NEWS CONTRIBUTOR: Well, it's changed with France over that submarine deal.

It may not have changed with a lot of the rest of Europe, because they get why the submarine deal was made. It wasn't just the financial element of it. This is the U.S. trying to project more power into the Pacific. How do you do that? You deliver submarines to an ally like Australia that aren't diesel, but that are nuclear, that have much greater capacity, much greater capability.

Who's that meant to align against, to keep from extending its power into the rest of the Pacific? Well, that's China. And so you have other European nations nodding and saying, well, we don't like the way the French were treated. They should have been informed more explicitly in advance. This was kind of ham-handedly handed -- handled, but we get -- we get the objective here.

CAVUTO: Are they worried, John, that maybe the president's polling numbers have certainly been challenged, to put it mildly, not only here at home, but his influence abroad and championing some of the things he wants to champion, like climate change and some of these other issues, even a global corporate tax rate, that might be stymied now because his numbers are stuck?

BUSSEY: His numbers may be down, but I think what you heard him do at the U.N. was be the Biden of the campaign period, be the Biden who came out earlier this year and talked about America being back on the world stage.

This was language that the United Nations, particularly, the ultimate talking shop, like to hear. I mean, he's talking about our collective future, our common humanity, the borderless climate crisis, relentless diplomacy.

These were all sort of -- the tonality of this was very much in accord with what the U.N. is about and what our allies kind of want to hear, that we're back talking and trying to find common ground, and not just in conflict with nations abroad.

So, I think that that's -- I think that that's appreciated by this venue. But, also, the subtext here just can't be denied, Neil. This was a lot about China, not mentioned, maybe even made more powerful by not mentioning China, but talking about the spread of authoritarianism and the need to keep it in check, to keep powerful countries from bullying small countries.

That was the message also that Biden wanted to project.

CAVUTO: All right, John Bussey, thank you for that.

BUSSEY: My pleasure.

CAVUTO: And speaking of that, some news on who wants to address the U.N. Assembly here.

The Taliban's foreign minister, Amir Khan Muttaqi, has asked to address world leaders at the General Assembly. I don't know who makes the call on that, but the request is in. We shall see.

Stay with us.

(COMMERCIAL BREAK)

CAVUTO: All right, thousands under that proverbial bridge at the border in Texas, thousands of them are Haitians. Now what?

The word from the governor and maybe the president.

(COMMERCIAL BREAK)

(BEGIN VIDEO CLIP)

QUESTION: Reaction to the images from the Southern border?

BIDEN: Get it under control.

QUESTION: Get it under control or you have it under control?

BIDEN: We will get it under control.

(END VIDEO CLIP)

CAVUTO: All right, "We will get it under control."

Anything but for the time being. And who knows that better than our Bill Melugin right now in Del Rio, Texas, with what is a growing throng that is not under control.

Hi, Bill.

BILL MELUGIN, FOX NEWS CORRESPONDENT: Neil, good afternoon to you.

No, it's not. And Texas Governor Greg Abbott actually just visited this area earlier today. And he said that he never heard back from President Biden when he sent him a letter yesterday asking him for a federal emergency declaration because of what's going on over my shoulder here at this camp in Del Rio, just never heard back from the president.

Take a look at this video. I had a chance to talk with him a little bit one-on-one before his press conference today. He was at the spot of the river where all those illegal crossings were happening over the weekend. What he was telling me was, he plans on reaching out to a bunch of private landowners here in Del Rio and asking them for their permission for the state of Texas to build a wall or fencing on their property to help shore up this area, since he says the federal government just won't do it, and Texas has to step up to the plate.

Take a listen.

(BEGIN VIDEO CLIP)

GOV. GREG ABBOTT (R-TX): We are arresting and jailing anybody who comes across the border illegally and trespasses on private property or on public land.

And so it's not the Biden administration catch-and-release policy. It's the arrest-and-jail policy.

UNIDENTIFIED MALE: Texas doesn't need anybody's permission to protect Texas.

(END VIDEO CLIP)

MELUGIN: And we mentioned those crossings on Saturday.

Taking a look again at this remarkable video we shot exclusively Saturday afternoon as we watched masses, thousands of migrants over a span of five or six hours just crossing unopposed into the United States from Mexico. They just walked across the Rio Grande, entered into Del Rio and walked over here to where the bridge was. And it went on nonstop all day long, until Texas DPS surged a bunch of troopers there and was able to plug it up.

But that's why the bridge population got so high here. Take a live look at our FOX drone overhead right now. You can still see the size and scope of this camp, still horrible conditions down here. It's brutally hot during the day.

I'm told by sources, at last check, there are about 8, 600 people still living underneath this bridge. And, as of this morning, there were 332 pregnant women living underneath that bridge. Believe it or not, as busy as it looks under there, it's almost halfway down compared to what it was at its climax on Saturday, when it was about 15,000.

And then this last piece of video we want to show you here, we were over at Del Rio Airport earlier today. Take a look at what we saw. This was -- OK, we apparently don't have that video. But, basically, we were seeing migrants being loaded into a U.S. Coast Guard aircraft. Some of the men were handcuffed and it looked like they were either going to be repatriated or taken to another Border Patrol processing center.

One final thing to add on something we just learned late this afternoon. A transport bus that was -- a private contractor transport bus that left Del Rio yesterday headed for Brownsville, it was full of Haitian migrants. Evidently, those Haitian migrants over took the staff on that bus, forced their way out and fled from the bus as it was on its way to the Rio Grande Valley.

All of those migrants were later recaptured, but Texas Governor Abbott said today that he wants every single one of those migrants who forced their way off that bus to be not only be jailed, but be prosecuted to the fullest extent of Texas law.

We will send it back to you.

CAVUTO: Bill Melugin, thank you very much for that.

Also keeping you abreast of another big development today, the remains of what some think is Gabby Petito. The autopsy results should be coming out shortly. We do know that the parents have said they will make a statement of their own when they say Gabby is home, a reference to her suspected remains. Of course, they were found in Wyoming on Sunday.

We will have more after this.

(COMMERCIAL BREAK)

CAVUTO: We are still awaiting results out of Wyoming of a body found there that is believed to be that as a 22-year-old Gabby Petito and maybe, in the process, learn about the cause of death.

But we don't know. We don't know a lot of the answers to those questions.

Laura Ingle in Jackson, Wyoming, with the very latest -- Laura.

LAURA INGLE, FOX NEWS CORRESPONDENT: Hey, Neil.

We are outside the county coroner's office. And we have been here since before the sun came up. And we still can't tell you if the autopsy has taken place or if it's concluded, because there's nobody with the county who can answer those questions for us at this time.

Still, we know this is the building where the autopsy will take place with the help of a forensic pathologist who has been brought in from out of town to help out. After a very quiet morning, about an hour ago, we saw a lot of activity at the front door of the coroner, with trucks and personnel loading contents from these trucks into the coroner's office.

And as the family of Gabby Petito waits for answers, we are getting some of our first aerial views of the scene from our FOX News flight team, where investigators found human remains on Sunday believed to be those of the missing 22-year-old, the worst time imaginable for the family, whose attorney released a statement a short time ago reading: "I want to personally thank the press and news media for giving the Petito and Schmidt family time to grieve. We will be making a statement when Gabby is home. I will contact you to arrange a time and location."

So, here in Wyoming, the criminal investigation into what happened in the days leading up to Petito's disappearance while on her road trip presses on. The campground area in Grand Teton National Park, where Petito's van was spotted by a fellow traveler, and near where her likely remains were located, has reopened to the public.

And it was that tip by a fellow camper that, of course, brought investigators to that very specific scene. And the FBI has said, look, we are still looking for help from the public. So, if you were in this area between August 27 and 30, they're still looking for information, for any photos, videos. Anything that you might have could help them in this investigation. And we wait -- Neil.

CAVUTO: All right, Laura, thank you very much.

Laura Ingle on that.

Jack Jupin joins us right now, the former FBI supervisory agent.

Jack, I'm wondering how this autopsy could shape this investigation. If it indeed confirms that it is it's the body of Gabby Petito, how would it play into this?

JACK JUPIN, FORMER FBI SUPERVISORY AGENT: Well, the autopsy, Neil, is going to show us a lot of information.

It's going to show us, obviously, cause of death. But we also have to positively identify who this individual is. Everybody's speculating that it is her body. But that's not known for sure. And we're going to find that through the autopsy.

But what the autopsy is also going to allow us to look at, it's going to allow us to look at cause of death, and any sense of struggle, hairs and fibers, trace evidence, we would call it. They will look under her fingernails. They will check her blood to see if there's any alcohol or drugs in her system.

They will do complete and thorough investigation. And that's why these things just take some time. It doesn't happen overnight. An autopsy like this, obviously, you are looking for evidence that could have been left with the body from the perpetrator, if there was one in this case.

CAVUTO: Jack, the body, when it was discovered, it had been there for upwards of 20 days. That would complicate an autopsy, would it not?

JUPIN: Oh, absolutely, Neil. That's a major problem.

And, I mean, obviously, you're talking Wyoming. You're talking outside in the elements. Unfortunately, there's elements, there's animals. There's a lot of other problems that are going to come with that. And it will not necessarily give us a clear answer even once the autopsy is done.

They could have a very difficult time even identifying the body, more or less collecting any type of evidence. They're also looking at the scene around where the body is -- was discovered, again, looking for any type of evidence that they might be able to find that was left in the area by any other individuals, whether it was the victim in this case or whether it was somebody else or a perpetrator.

CAVUTO: You know, Jack, in the meantime, they're still looking, the search is on for Brian Laundrie, the fiance of Gabby Petito in this Florida reserve that stretches over, what, 25,000 acres.

Your thoughts on getting to him, finding him, talking to him, if he's still alive himself?

JUPIN: Well, and you just asked the million-dollar question, right?

First of all, we got to find them. Second of all, is he alive? Is he on the run? Or is he deceased? And there's a lot of speculation, I mean, amongst a lot of people, including in law enforcement, that he may have taken his own life, based on a tragedy that happened between him and his girlfriend or fiance. And that's a possibility.

The FBI is, as you mentioned earlier in your show, is conducting an intense investigation, whether it's tracking his finances, whether it's tracking his phone, which we all have the capability to do. Is he talking to any friends or family?

One of the things we're going to look at is, who are his best friends, other than his fiance, and has he reached out to any of them? They will track any credit card transactions. But they're also going to look for any potential cameras and video surveillance in the area, license plate readers.

There's a lot of different avenues the FBI can take and has to look into, which is going to span many states. And it's not going to be done overnight. It's going to take some time to do a thorough investigation into this matter.

CAVUTO: Thank you, Jack, very, very much.

We're still awaiting those autopsy results. When we get them, we will share them.

In the meantime, stay with us.

(COMMERCIAL BREAK)

CAVUTO: All right, foreign travelers will be welcome in this country beginning as soon as November, as long as they have been vaccinated or can prove right now that they are testing negative for the virus. It is a start.

Dr. Richard Besser with us, the former acting CDC director, Robert Wood Johnson Foundation CEO.

Doctor, good to have you back.

Do you think it's safe right now? As long as they have met those criteria that they have been vaccinated, could show that they're testing negative in a virus, they can fly?

DR. RICHARD BESSER, CEO, ROBERT WOOD JOHNSON FOUNDATION: I do.

I think this is a good thing. It's a good thing for our economy. It's based on evidence. You don't want people to come in if they have not been tested and shown to be negative. But someone who's fully vaccinated and is testing negative, and is then tested again several days after they have arrived in the country, I think that's a very smart approach to allowing people in.

CAVUTO: Well, in the meantime, there's this vaccine booster push. Where are you on that? Who needs it?

The FDA seemed to carve out for those with compromised immune systems and the elderly. Where are you on this?

BESSER: Yes, so the Advisory Committee to CDC will be meeting tomorrow and Thursday to give their recommendation that.

Where the FDA came down is that people 65 and older, as well as people with significant medical conditions and those who work in occupations that put them at increased risk, they recommend that the FDA authorize this for those conditions.

And I think that's smart. I watched the entire committee hearing, the advisory committee hearing on Friday. And what they what they reaffirmed from the data is that the vaccines are very effective at protecting against what we're most concerned about, so severe infection, hospitalization and death.

There is a slight drop-off over time, but not enough at this point to recommend boosters for everyone who's been vaccinated. It may be over time that that changes. And so there's wiggle room in there for FDA to change those recommendations if, over time, they see that the level of protection goes down.

But, Neil, when it when it comes to boosters, I like to take the conversation back to people who haven't been vaccinated at all, because that's going to do the most to get this under control in our country.

That's encouraging people to get their questions answered, so that they can make an informed decision. And, hopefully, more and more people, especially as they know people who've been affected so severely, more people will decide to get their vaccines.

CAVUTO: You know, Pfizer, of course, pushing to extend its vaccine, and arguing that it has been very, very effective and children ages 5 to 11.

Would you recommend that children that young get vaccinated?

BESSER: Well as you know, I'm a pediatrician.

And, at this point, all we have seen is the report from the company. So I'm going to want FDA to dive into that information really carefully before I want to go ahead and recommend that to any of my patients.

And the reason for that is that, thankfully, the younger you are, the less severe the infection is. It's not that it's not severe at all. There have been -- there have been almost 500 children who've died from COVID. There have been thousands who've developed a severe inflammatory syndrome.

But I want to make sure that they have enough data to say that the vaccine is both safe and effective before I would make that recommendation. And I think it's a good step forward, because I think, until there vaccines for children of all ages, it will be difficult to control this, because children are part of the transmission of this disease in our country.

CAVUTO: Director, thank you very, very much.

We will watch these developments very closely, with the CDC expected to make a move on this by the end of the week.

Dr. Richard Besser.

In the meantime, how real is the terror threat, and are our Homeland Security Department and the FBI, are they on top of that threat? Given today's hearing, you have to wonder.

(COMMERCIAL BREAK)

(BEGIN VIDEO CLIP)

ALEJANDRO MAYORKAS, U.S. SECRETARY OF HOMELAND SECURITY: We are working with our partners in the intelligence community to assess the security and counterterrorism threats that could develop over the coming months and years.

CHRISTOPHER WRAY, FBI DIRECTOR: Also surging against threats by foreign terrorist organizations like ISIS, Al Qaeda, and Al-Shabaab. Their operatives continue to look for vulnerabilities and have not stopped trying to carry out large-scale attacks against us.

(END VIDEO CLIP)

CAVUTO: And nothing these gentlemen said today, from the homeland security secretary, to the FBI director, eased a lot of the questioning that they were getting from skeptical senators who are pretty concerned we could be ripe for some bad stuff.

Lieutenant General Keith Kellogg with us.

General, you have been warning, fearing about this for some time, and that the collapse of Afghanistan revealed our vulnerabilities. You still feel that way?

GEN. KEITH KELLOGG (RET.), FORMER TRUMP AND PENCE NATIONAL SECURITY ADVISER: Oh, yes.

First of all, Neil, thanks for having me today. I really appreciate it.

Look, you're looking at a cascade of calamities due to really moronic advice and, frankly, imbecilic decision-making. Look, the president today talked about a decisive decade. And it's going to be that way because of what we did in Afghanistan or didn't do in Afghanistan.

What the president created, when you look at it, if you looked at a map, he created a mega-terror state. If you look at to the -- now to the west, you have got Iran, which has got the largest missile fleet, offensive missile fleet, in the Middle East, supports Hezbollah, supports Hamas, which are two terrorist organizations.

They're a state sponsor of terrorism, a contiguous border with Afghanistan, which is an ungoverned state now, which has Al Qaeda in there, which has ISIS in there. And, by the way, probably the most moderate guy they had in the government, Mullah Baradar, who we worked with, was run out of town just recently, sent back to Kandahar because of a gunfight actually happened in the capital.

And the Haqqani Network, which is a terrorist network, took over. And then you look to the east and you have got Pakistan, a state that is very questionable on its leadership, which has got nuclear weapons.

So there was a great cartoon character called Pogo. He said, we have met the enemy, and he is us. Yes, we did that to ourselves.

And I think, over the next decade, or even less than that, we're going to continually look back in this part of the world, and know that terrorists are going to come out of that area.

Look, just to compound this, though, Neil, we just irritated our -- probably our oldest ally, the French. And the French have been very, very close to us in counterterrorism. They also been carrying the water in countering terrorism in Africa.

(CROSSTALK)

CAVUTO: You're talking about that Australia/U.K./U.S. defense pact, right?

KELLOGG: Yes.

And, by the way, that was probably a good move, and us selling nuclear subs to -- or working getting nuclear subs to Australians. But there's a way you do it. You don't insult the French and Macron, who pulled their ambassador. That's the first time they have ever pulled an ambassador from the United States of America, their oldest ally.

CAVUTO: Right.

KELLOGG: And yet they were the biggest fighters for us in Africa with Al- Shabaab, which we talked about, or Al Qaeda in Africa. They were the ones carrying the water.

They were doing the fighting. We supported them, but they were doing the heavy lifting. So when you look at what we have done, we have kind of done it to ourselves. And I think we have to look at it. I know we have got the Russians on one hand and the Chinese on the other. But terrorism is going to be out here.

And we kind of -- we kind of set ourselves up for continuing trouble in the Middle East by creating this mega-state, this mega-terror state.

CAVUTO: General, real quickly. We have about 20 seconds here.

The Defense Department is going to investigate yet again, the Pentagon, the drone strike that killed 10 people, including seven kids.

KELLOGG: Yes.

CAVUTO: Do you have confidence in that investigation?

KELLOGG: Well, I -- yes, I hope they do investigate it, because it was clearly an error. And they're going to have to find out who did it from the criteria that -- the shoot criteria that caused that and who authorized the shoot.

Simply put, Neil, why didn't they wait until that vehicle had left the compound before it shot? Nobody knows.

CAVUTO: Yes.

KELLOGG: So, we need to investigate it.

CAVUTO: A lot we don't know. You're right.

Sir, thank you.

KELLOGG: Yes.

CAVUTO: Sorry to jump on you there, Lieutenant General Keith Kellogg of the Rogers Healy company, much, much more, served this country very, very nobly.

And, for that, we're appreciative.

Here comes "THE FIVE."

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