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Australia's Channel 7 TV network interviewed Marilou Danley's sisters with their faces obscured and their names withheld. They said they were surprised to learn Danley had gone to the Philippines two weeks ago.
One sister tearfully said: "I know that she don't know anything."
"She was sent away so that she will be not there to interfere with what he's planning," she said.
The woman said Danley is "a good person" who would've stopped Paddock had she been there.
Authorities said Paddock used Danley's identification at the Mandalay Bay Resort and Casino, prompting them to track her down. NBC News reported on Tuesday that Paddock had recently wired more than $100,000 to an account in the Philippines, Danley's home country, although the reason is unclear.
Danley arrived back in the US late Tuesday night escorted by FBI agents in Los Angeles.
Investigators are hoping she can provide more clues into Paddock's motivation for the attack, which killed 58 people and wounded more than 500. Danley and Paddock reportedly lived together in the suburbs in Mesquite, Nevada.
Danley had been married for 25 years before jointly filing for divorce with her husband, Geary Danley, in 2015, the Reno Gazette-Journal reported, citing interviews with friends of Danley. A neighbor, Susan Page, told the newspaper that Paddock and Danley were "closet people" and that she "never saw them."
"We anticipate some information from her shortly," Clark County Sheriff Joe Lombardo said on Tuesday. "She is currently a person of interest."