Is there something we don’t know? Does Red Light District already have possession of the Gary Sheffield sex tapes?

New York- The whereabouts of steamy sex videos of Gary Sheffield’s wife were still unknown yesterday and prosecutors admitted they’re not sure if the tapes actually exist.

The disclosure came as a federal judge refused to set bail for the street preacher accused of trying to blackmail the Yankee slugger over the tapes.

Derrick Mosley, who authorities claim tried to extort $20,000 from Sheffield, told FBI agents he destroyed the two videotapes purporting to show the ballplayer’s wife, DeLeon, in a ménage … trois with R&B star R. Kelly and a woman.

But Mosley’s attorney later told authorities in Chicago that he could turn the tapes over. “There is conflicting information about the existence or whereabouts” of the tapes, Assistant U.S. Attorney Virginia Kendall said yesterday.

Mosley, 38, is a community activist and street minister on Chicago’s South Side. His court-appointed attorney, Luis Galvan, said he has not seen the videos and was not even sure if they exist.

Galvan said FBI agents seized about a dozen videotapes from Mosley’s apartment when they arrested him Monday.

“[Mosley] has represented that he had them, and I believe the government has them now,” Galvan told the Daily News.

Kendall said detectives have been reviewing the tapes confiscated from Mosley’s apartment but have not come across any sex videos involving Sheffield’s gospel-singing wife.

But the prosecutor contends there is no doubt about Mosley’s attempt to shakedown Sheffield. During yesterday’s court hearing, Kendall played a secretly recorded phone call Mosley made Nov. 11 to Sheffield’s agent, Rufus Williams.

In the call, Mosley scoffs when Williams offers him $1,000 for the videos.

“I think we just have to go a little higher than that,” Mosley is heard telling Williams. “I think if you really wanted to be fair, we’re looking at more like $20,000.”

But Galvan said Mosley, who first contacted Williams about the tapes on Nov. 3, never intended to extort money from the Yankees all-star. Instead, he claimed it was an “unartful and unskilled attempt” to gain access to the Sheffields’ inner circle and “raise his profile within the community.”

“The amount of money he [Mosley] was asking for is not even consistent with extortion,” Galvan said.

Earlier this week, Sheffield, 35, released a statement explaining that his 28-year-old wife “had a long-term relationship” with R. Kelly more than 10 years ago.