That's a good question, KC. I've wondered, since it was reported that one of the detectives asked Denise, if PDVD was some kind of a spy, if steering of the investigation, away from the VD's, wasn't more the result of a highly placed Federal source, rather than local LE, as some here have speculated. Possibly FBI, CIA, or NSA and possibly someone closely associated with the VD's social circles.
I've never brought it up, because, as good a movie plot as it might make, I'm not convinced of its actual likelihood, myself. But, if it were somehow to be the case, it would account for both the bizarre (IMO) spy question - posed to Denise - and the very early interest shown by FBI.