I think that CA really believed the Nanny story up until recently. I don't think that about GA and LA as much though. I remember in an interview with the police and CA despite everything that Melich explained to Cindy, she would keep bringing up things up about the Nanny that KC told her. Even though KC's lies make no sense and seem like stupid lies probably to most people, since they are so easily proved wrong, KC made up such an elaborate story of the Nanny explaining, the nanny's mother, sister, father and friends with names and all. Plus KC was telling CA this story for a long time. She was also telling her details of an accident that the Nanny had during the time that Caylee was missing. For the most part, KC was telling this story to CA. I think that CA knew deep down something was strange about her daughter, but at the same time believed her. I remember in an interview between someone in the fbi and GA, GA was very candid about KC. He seemed more inclined to disbelieve her and said that he did check up in a store KC said she worked and found out she did in fact not work there. I think after the remains were found, they really believed she died, but were just in denial for a long time and they still trying to give excuses for all KC's lies and to blame someone else....they couldn't believe that KC was that bad, despite all the evidence pointing to her, GA and CA could not possibly believe that their daughter could be so reprehensible.