We don't know for a certainty what they lied about. We have been given very little factual information. There seems to be EVIDENCE that Katish was home by a certain time and that a call was made to him or his brother AT HOME.
We know they all three lied about where they dropped N off and what happened at that point...they said it was at the HI, and that she fell getting out of the car...since she was drunk and (probably had been doing drugs...J said N was drunk and did a lot of drugs). J said he went to help N, but she waved him off, saying she was fine.
The last he saw...in this first fairytale, backed up by the Kalpoes and by that DJ, who admitted he'd lied...N was stumbling toward the entrance and a uniformed security guard in a dark uniform (don't know if J said the man was black), was approaching her. We know for sure that they all told this story at first, and that, as Greta pointed out, J told this lie to N's parents when they knocked on his door at 3 am...before the news cycle had kicked in. Greta said the news that N hadn't made her flight home hadn't made tv or the paper, so why did J and the other two have a lie all ready to go when supposedly, they didn't need one. If they were innocent, they would have assumed N had flown home to the US and would have told the truth. Why not? They had no reason to think anything bad had happened to her.
One of the 'tells' a cop looks for when interrogating suspects, is if they change their story, or elaborate and embellish. This is in most cases, evidence of guilt. Once the original story changed, all three, and then DJ, too, were jailbait.
Another thing guilty people tend to do is blame the victim. They distance themselves from any appearance of wrongdoing. So we learn from J that N was drunk, did lots of drugs, that she came on to him, that he 'helped' her by recouping her gambling losses. J and the Kalpoe bros. all characterized J as a perfect gentleman, while N is portrayed as a drunken, probably self-drugged slut. What do we know about N's character? She wasn't anything like that. She was smeared. She had a full scholarship to the U of A and wanted to go to med school. She studied hard and her family was proud of her. What do we know about J's character? He was running wild, his father had no idea where he was at midnight. J gambled, drank, did drugs, drove without a license, and when this all blew up, blamed his mother for being away from home...he said to her, 'if she'd been home, he wouldn't have gone out'. Plus we have J's website as a clue to what makes him tick.
Greta just mentioned the news cycle deal a minute ago on Fox, that J had a lie ready to go when he shouldn't have known that N was missing. She said this was a red flag for her, as it should be to the LE.
They lied from the get go by providing backing to JVDS's claim that they dropped her off at the Holiday Inn. Now get real.