Respectfully, I think you might be remembering it incorrectly. During the Mollie Tibbetts case I was 100% sure that a LE said something in an interview. I found the clip after like two hours of searching and it actually said the opposite of what I thought. So, I guess I just want to point out that we all can have memory lapses when cases go on for a long time.
I looked through every interview with the family I could find. They are directly asked many times if they have a gut feeling about what happened. In every single one I've been able to find they say they don't really have a clue.
The closest I could find (link below) is one where Denise's brother is asked if he has any gut feelings about it, and he kind of laughs and says "Got quite a few gut feelings...not just one." And then her sister (I believe the same one who made the family statement at the press conference) adds "And they change from day to day, different stuff you hear."
There's an interview (link below) with James' side of the family where they are asked about what they think happened. James' brother flat out says "I have no idea". His sister says that she doesn't have a gut feeling, and her first instinct was that it was someone from work, but that the only reason she thinks that is because James spent a vast majority of his time at work.
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So I guess what I'm trying to say is that if the family did ever say anything about having an idea about who did it that would be very different from what they've said in other interviews. I kind of think some people are just remembering it wrong. (Which is totally okay!!) Respectfully, that is my take.