I don't think they are making this up. I think it is what their employee (BFF) told them, which is 2nd hand information from KK. Very likely, this information was given to the Rs in December after it was apparent that KB was missing- the Rs probably went back to BFF for more information just before calling the FBI. Or just after. I understand that the October information received by the Rs was limited to just the information of PF having interest in killing KB.
In December (well after the initial information on PF)-
1) Once KK realizes she has a dilemma with LE making an Idaho connection, KK selectively confides in BFF what happened. Information is filtered with KK's slant and bias, presented in a way that doesn't make KK look too bad, and possibly a victim.
2) Then BFF tells the Rs what additional information she has heard regarding KK, presented with her spin and control on the information to make her friend KK look as "good" as possible.
3) The the Rs do an interview to say what they heard, presented with spin and control on the information to avoid making their employee- BFF look bad.
It is very unlikely that what KK confided in with BFF is accurate to what the R's are saying in the interview. Too many translations and self-interests involved.
I don't discount it, but don't buy it either.