Authorities quickly zeroed in on leads. A man matching elements of the description was detained during a traffic stop south of Tucson near the Mexico border that same night, questioned intensely, and then released without charges. The individual, delivery driver Carlos Palazuelos, later spoke to reporters, describing the ordeal as feeling “like I was being kidnapped,” with his children left traumatized. He insisted he had no connection to Nancy or the case, and officials confirmed his release after hours of interviews.
But the investigation pressed on relentlessly. Search teams combed desert culverts, septic tanks behind Nancy’s home, and rocky terrain near her residence. Gloves and other evidence items were collected for DNA analysis. The Pima County Sheriff’s Department executed multiple warrants, including a second sweep of Annie Guthrie’s home where investigators spent hours photographing rooms, collecting mail, and removing bags of potential evidence. Neighbors reported FBI agents going door-to-door, requesting specific surveillance footage from January 11 and the early hours of February 1, citing a suspicious vehicle spotted weeks prior near Nancy’s property.
