They sisters were interviewed by Australia's Channel 7 TV network with their faces obscured and their names withheld.
When asked if progress had been made on the shooter's motive, the sheriff said, "No. we are making progress, but I don't have complete answers yet. She was sent away [sic]", one of her sisters said. "She was away so that she will be not there to interfere with what he's planning", one of Danley's sisters told Seven News from their home in Australia's Gold Coast region.
"In that sense I thank him for sparing my sister's life".
She was travelling there when her live-in boyfriend carried out the deadliest mass shooting in modern USA history, slaying 58 people at a Las Vegas concert on Sunday night.
Investigators have refused to rule out a terrorist link in the Las Vegas massacre, as gunman Stephen Paddock's partner Marilou Danley returned to the United States for questioning.
"She was even shocked than us because she is more closer to him than us [sic]".
"Moving from the location of the event, deciding whether you are going to help victims evacuate or. whether to take charge and put an element together and go and engage this individual", he said.
Marilou is not a suspect and has not been charged with any crime, cops stressed, but it is unclear whether she knew of the shooting.More news: Family of Kim Jong-nam Asked Some Countries for Protective Help
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Paddock was apparently known for acting like an asshole to his girlfriend, Marilou Danley, while they waited in line for their drinks.
Paddock and Danley met several years ago while she was working as a high-limit hostess for Club Paradise at the Atlantis Casino Resort Spa in Reno, Nevada, his brother Eric Paddock told the Washington Post.
As Ms Danley arrived back in the U.S. to meet with authorities, the sisters of the former Gold Coast woman have told Seven News she played no part in the horror plot. "He loved her. I mean he doted on her".
Authorities in the Philippines had communicated with the Federal Bureau of Investigation and the US Department of Homeland Security regarding her travel, the spokeswoman said. A few weeks later, she said she saw Marilou Danley pack up her vehicle and leave.
The girlfriend of the Las Vegas gunman is set to be interviewed by authorities.
"The woman said Danley is "a good person" who would've stopped Paddock had she been there".
Paddock is said to have been holed up in his "sniper's nest" in the Mandalay Bay Hotel, where he fired on music lovers across the road, since September 28.
Las Vegas Sheriff Joe Lombardo on Wednesday said he expected a "substantial amount" of information on Paddock's motive would emerge in the next 48 hours.
A previous version of this report incorrectly said that Marilou Danley left Tokyo on September 25. The attack killed 59 people and wounded more than 500.