Here’s a weird thought, perhaps Nelson Lied about shooting a prisoner and witnessing the deaths of three others.
Knowing that his “confession” was about to be exposed as a fraud he refused to repeat what he had said even with immunity since such immunity does not cover perjury.
It's pure speculation of course, but since the evidence in every single one of these witch hunts have been based on statements taken from the weakest links under massive duress from multiple wild charges, interrogation techniques that would make the NYTimes if it had been a Gitmo prisoner and with no legal representation, I don't see them changing what works for them so well..(or so they thought).