Daniel had spent many weeks as a houseguest of the Shelleys in their own home.
I don't think he would wait months until ANS was all ensconced in The Bahamas (in the Shelley/Thompson's family-owned home) to find someone to look into the Shelleys or Thompsons *in The Bahamas* when they live in Myrtle Beach.
Didn't Daniel contact the PI in August? Was it July he was in Myrtle Beach, or was it June, or parts of both? I seem to remember the wet t-shirt contest in Myrtle Beach was early July. At any rate, he contacted the PI after he'd come back from S. Carolina and knew his mom was going to move to the Bahamas.
I think it's a given Daniel didn't want her to move there, even though perhaps he later considered moving there himself to keep an eye on her. Hopefully Ray Martino and other friends of Daniel's can paint a better picture.
The PI expanded on his story in each succeeding interview, so I'm just not sure what to make of that, if anything. In the beginning, even he didn't seem to know for sure just who Daniel was worried about.
Likely Daniel was referring to HKS, KE and people around her in the Bahamas, not Shelley and Thompson with whom he was friends.