Melania has been busy shooting her documentary," one source tells PEOPLE, "and that has taken place in several locations"

The first lady usually “keeps to herself” when she’s in Palm Beach, though she attends dinner with Donald “on occasion,” a social source shared.

Donald Trump thanked his wife for working 'very hard' to host an annual White House dinner as she returned to Washington following a four-week absence in a notable shift from Trump's first term

After a four-week absence from Washington, first lady Melania Trump returned to the White House on Saturday for an annual dinner and reception with the nation’s governors.

First Lady Melania Trump made an appearance at a White House dinner on Saturday, after being notably absent from the public eye for weeks.

Melania Trump made a glamorous return to the White House Saturday night — wearing an elegant tuxedo that matched President Trump’s formalwear for a dinner with the nation’s governors. The president and first lady hosted the National Governors Association dinner in the East Room of the White House,