A neighbour who lives about 150 metres away from Baird’s home in Paddington revealed to 2GB’s Ben Fordham they had checked their security camera footage after encountering the case in the media.
They said that just after 9.30am, on Monday, February 19, three gunshots could be heard in rapid succession.
Police have collected the footage.
A police source told 2GB that the report of three gunshots was consistent with information investigators had collected.
Police constable Beau Lamarre-Condon is accused of killing Baird and Davies and dumping their bodies in the NSW Southern Tablelaands.
“We will be strongly claiming in our case that this murder was premeditated, and the second murder occurred because of unfortunately Luke’s appearance at the house,” Deputy NSW Police Commissioner Mick Fitzgerald said.
Both men were allegedly killed with Lamarre-Condon’s service pistol.
Baird’s and Davies bodies were recovered earlier this week.