TMZ: Police not able to locate Daffney

7:25 AM PT — Cops in Gwinnett County tell TMZ Sports they’ve tried to locate Daffney — even showing up to one of her old addresses — but say they’ve yet to make contact with her.

Mick Foley is urging anyone with ties to ex-WCW star Daffney to reach out to her ASAP … after the former wrestler posted a disturbing video in which she appeared to be suicidal.

Daffney — real name Shannon Spruill — recorded herself on Instagram Live Wednesday night … seemingly discussing the possibility of taking her own life.

The clip is horrifying — Daffney appears to be holding a pistol and sobbing … while saying to the camera, “Do you guys not understand that I am all alone? Do you not understand that?”

Later in the video, Daffney can be heard saying, “Remember, my brain goes to Boston.”

The wrestling world is understandably more than concerned for Daffney … with Foley pleading for help on his Twitter account shortly after the video was posted.

“If anyone has a way of reaching Daffney Unger, or knows her address, please help out,” the wrestling legend said. “She’s in a bad personal place and is threatening to harm herself.”

Foley added, “My phone call went straight to voicemail.”

46-year-old Daffney was a star in the WCW from 1999 to 2001 … and she later had a big role with Total Nonstop Action Wrestling from ’08-’11. She retired a short time later.