They sisters were interviewed by Australia's Channel 7 TV network with their faces obscured and their names withheld.
"I know that she don't know anything as well like us".
"In that sense I thank him for sparing my sister's life".
The official said USA authorities were eager to question Danley, who described herself on social media websites as a "casino professional", mother and grandmother, about whether Paddock encouraged her to leave the United States before he went on his rampage.
It is still unclear whether Danley was the girlfriend of Paddock, who U.S. reports say was going through a divorce before carrying out the massacre which ended when he killed himself.
Neighbours have said the couple mostly kept to themselves and were frequently away for weeks at a time on gambling trips. "Because Steve is not here to talk anymore, only Marilou can maybe help out".
Investigators are taking a harder look at Marilou Danley and what she might have known about the attack at a country music festival Sunday.
Danley landed Tuesday at Los Angeles International Airport, a law enforcement source told CNN.
Danley first arrived in the Philippines on September 15, according to immigration documents there.
On Tuesday, Las Vegas Sheriff Joseph Lombardo confirmed Danley is a person of interest in the investigation again. Authorities had initially said she likely wasn't involved in the shooting.
Danley returned to the United States from the Philippines on Tuesday night, according to U.S. press reports, and was met by agents of the Federal Bureau of Investigation at Los Angeles airport.
Photos from 2013 show Paddock visiting the southeastern Asian island nation.
Meanwhile, a nephew of Paddock's girlfriend says he's stunned didn't even know that Paddock was interested in guns.
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Marilou is not a suspect and has not been charged with any crime, cops stressed, but it is unclear whether she knew of the shooting.
Why did he continue firing with an arsenal of weapons for nine to 11 minutes, leaving at least 58 people dead and more than 500 with gunshot wounds or stampede injuries?
A Las Vegas sheriff said Paddock placed cameras in his room and in a food auto in the nearby hallway so he could see when police officers were closing in.
Las Vegas Metropolitan Police Department asked people to avoid the south end of the Strip, saying parts had been shut down as they investigated reports of an active shooter.
Police had no prior knowledge of the gunman before the attack, nor is there any known link to overseas terrorism or terror groups, a United States official with knowledge of the case said. He declined to answer a question about whether he considered the attack an act of domestic terrorism.
Ms Danley, an Australian citizen aged 62 who is reported to have been born in the Philippines, was not seen by reporters in any public area of the LAX arrival terminal.
Australian Foreign Minister Julie Bishop said her government was working with United States authorities but told CNN affiliate Sky News on Monday that Australia had had no direct contact with Danley.
According to her LinkedIn profile, Danley had worked as a high stakes hostess at a Reno, Nevada casino, where investigators believe she met Paddock.
While agents met Danley upon landing, she is not officially in custody and is free to go where she pleases.
Friends and neighbours have described Ms Danley as a warm and chatty person who has lived and travelled around the world.
Speaking to CNN affiliate KHBS, the daughters of Danley's ex-husband described their former stepmother as a "good and gentle person".
"This is a horrific event, and our hearts and prayers go out to everyone impacted by this awful act", Waltrip said. The investigation agency is ascertaining whether the woman had prior knowledge of Stephen Paddock's nefarious plan.