Authorities in the Bahamas on Tuesday said the search for a American woman who went missing during a yoga retreat is a top priority amid calls by friends and family for U.S. intervention.

The Royal Bahamas Police Force said in a statement that it found the cellphone and other items belonging to Chicago resident Taylor Casey, 41, who was last seen at a Paradise Island yoga retreat June 19.

The device was found in nearby waters, the police force said, and her journal and other personal items…