The American soldier who died alongside New Zealand corporal in Ukraine is in the process of being repatriated, but Dominic Abelen is still in Russian hands.
The body of Joshua Jones, who was killed in August alongside Abelen, was returned to Ukrainian forces on Wednesday.
The New Zealand Ministry of Foreign Affairs and Trade said Abelen was not included in the body exchange, with the American and the remains of other Ukrainian soldiers.
CNN reported that the transfer took place just north of Vasylivka, in the Zaporizhzhia region, between Ukrainian and Russian-controlled Ukraine.
The two sides had agreed to a two-hour ceasefire in no-man's land between Russian and Ukrainian-held Ukraine.
The head of the Ukraine president's office, Andriy Yermak, spoke about the latest handover on Twitter.
Foreign Affairs Minister Nanaia Mahuta said the government was engaging "at a range of levels" to try and recover Abelen's body.
But she said the situation was challenging.
"I have been quite clear from the beginning, Abelen took a decision as a private citizen, even though there was a travel warning not to go to Ukraine ... sadly he has lost his life. We're working at all levels to try and see the return of his body ... but there is a prospect that we may not get him back."
When asked by reporters if New Zealand had asked for US assistance to retrieve Abelen's body, Mahuta said "we're responsible for our consular cases".
"I'm confident, that as we engage at all levels, we're exploring every avenue that we possibly can to address this particular matter but as I say, it's a really difficult issue."
Acting Prime Minister Grant Robertson said New Zealand always shared information "among those that we work with in different countries".
"I would expect there would be conversations with others who have been through similar circumstances."
Defence Minister Peeni Henare said the body exchange was "news to me".
But he said it was his expectation that New Zealand officials would liaise with the United States.
MFAT would not comment further on the consular cases for operational, security and privacy reasons.
However, it said it was engaging with relevant agencies on the ground to work through the most appropriate next steps.
Abelen was on leave without pay and travelled to Ukraine without telling his family or the New Zealand Defence Force and was embedded with a specialist team of the foreign legion when he died.
Abelen was working in a specialist unit of the Ukrainian Defence Ministry's intelligence directorate (GUR).
The international legion said the specialist unit would do everything in its power to have his body returned home.
After his death, his team mates attempted to recover the bodies of the two men, but had to retreat due to intense fire.