Schaller, who appears in our latest documentary -- "TMZ Investigates: Gilgo Beach Serial Murders: Missed Warning Signs" -- was roommates with Amber Costello, one of the "Gilgo 4."

In 2010, Amber, a sex worker, had an encounter with a man at her home ... he was paying for a lap dance. Shortly after he arrived, Amber called Dave, telling him the man was trying to rape her.

Dave quickly returned home, walked in the door, and says he saw a giant of a man -- around 6'5" -- standing ominously in the living room. Dave told him to leave, and the guy refused. Dave ended up grabbing the guy, trying to get him out, and a fight ensued.

Eventually, the guy left in what Dave says was either a green or black Chevy Avalanche.

A month later, Amber had an appointment with a man and never returned home. The second she went missing, Dave knew it was the same man who was there a month earlier. Dave says Amber needed the money so she took a fatal chance.

After Amber's body was found, Dave was interviewed by police and told them the story, describing the man in great detail, "right down to his beady-ass eyes." He followed up 2 more times with cops, but they never chased down the lead.

Had cops run registrations for anyone in Long Island who had a green or black Avalanche, they could have then looked at the driver's licenses of the registered owners and they would have found a 6'5" man who fit Dave's description to a tee. That man was Rex Heuermann, and the Avalance was routinely parked in his driveway.

Authorities and others we spoke with say ... it's likely the serial killer killed other women after his encounter with Amber Costello.