I am curious too. This third person that they are now trying to walk back...
Might it have been an underaged person, perhaps? Could this have been some kind of trafficking gone wrong?
I hate to think this and hate even more to think that police, FBI, and other security forces would provide cover for illegal behavior, drug use, and child prostitution among the wealthy and powerful, but I suppose this is predictable, given the present level of corruption.
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The Expressions of the Police Chief noticeably changed when asked about how they got in.
The strategy is to say less as to reduce the chance of revealing the lie.