Earlier White House press secretary Jen Psaki had said President Joe Biden's administration wanted China to "provide independent, verifiable proof" of Peng's whereabouts and expressed "deep concern" about the former world top-ranked doubles player.
The United Nations insisted on a fully transparent investigation into the claims made by Peng against Communist Party grandee Zhang Gaoli -- the first time China's #MeToo movement has touched the highest echelons of the country's politics.
Peng, 35, alleged on the Chinese social media site Weibo earlier this month that Zhang, now in his 70s, had "forced" her into sex during a long-term on-off relationship.
The claims were quickly scrubbed from the Twitter-like platform and Peng has not been seen publicly since.
"It would be important to have proof of her whereabouts and well-being," Liz Throssell, a spokeswoman for the UN Human Rights Office, told reporters in Geneva.
"We are calling for an investigation with full transparency into her allegation of sexual assault."
Other tennis stars, sports bodies, governments and human rights defenders have added to the growing clamour for information.
China has repeatedly refused to comment on the case.
Unverified photos emerge
The four undated photographs that emerged late Friday were posted by the Twitter account @shen_shiwei, labelled "Chinese state-affiliated media" by the social network.
The user said the pictures were shared on Peng's WeChat Moments, a function often restricted to friends, to wish her followers a "good weekend".
One image shows the smiling player with a cat in her arms, with stuffed animals, a trophy and a Chinese flag visible in the background.
Another one shows a selfie of Peng with an image of Winnie the Pooh in the background. The children's character is often censored online in China because critics say Chinese leader Xi Jinping resembles the cartoon.
Earlier this week, state-run CGTN published a screenshot, also on Twitter, of what it said was an email written by Peng to the head and officials of the WTA, the top world body for women's tennis.
In it, Peng claims that her earlier accusations are "not true" and says she is "resting at home and everything is fine".
But doubts were flagged about the awkward language and the cursor visible in the screenshot.
Twitter is a blocked social network in China, and only people with a VPN-type workaround can access it.
Tennis community rallies
On Saturday Craig Tiley, CEO of Tennis Australia and tournament chief of the Australian Open, became the latest figure from the tennis world to weigh in.
"The primary thing for us is to make sure that she's safe," he said.
"We've utilised the channels that we have working behind the scenes to find out, to get more clarity on her safety."
The head of the WTA has said he is willing to lose hundreds of millions of dollars-worth of Chinese business in one of the organisation's biggest markets to ensure Peng's wellbeing.
On Friday Novak Djokovic said he backed the WTA's threat and its president "absolutely".
"The whole tennis community needs to back her up and her family and make sure that she is safe and sound," said Djokovic, a 20-time Grand Slam champion.
"If you have tournaments on Chinese soil without resolving this situation it would be a little bit strange," he added.
Serena Williams and Naomi Osaka have also voiced their concerns for one of China's greatest ever players.
Peng represented China in the Beijing, London and Rio de Janeiro Olympics and won gold for China at the 2010 Asian Games.
She is a former Wimbledon and French Open doubles champion.