The two murders, Anna’s and Whitehorn’s, seem to share a number of similarities: both individuals are wealthy Osage Indians in their thirties; a .32 caliber pistol was used in both murders. Lizzie depends on Mollie to follow-up the murder with the authorities, yet they seem unmotivated. Mollie decides to seek help from Ernest’s Uncle Hale, the now-wealthy and philanthropic reserve deputy sheriff in Fairfax, also named “King of the Osage Hills”.

While investigations on Anna’s death are ongoing, the investigators seem to exercise prejudice towards Mollie, mainly because she is an Indian woman. They also question Ernest and Bryan, strongly doubting the latter’s story since he was the last person to see Anna alive — to the point of detaining them for some time before their release, due to lack of evidence. Two theories exist concerning the murder, with one claiming that the killer was from outside the reservation, and the second pointing at an individual within the Osage — with Oda Brown, Anna’s ex-husband, being the prime suspect. A check forger confesses that Brown paid him to commit the murder, but the lawmen lack the evidence to prosecute.

The prosecutor embarks on the search of the bullet used to kill Anna, and he orders for her body to be exhumed. Once again, the Shoun Brothers — trusted physicians working in the community, who also conduct autopsies — attempt to search for it by chopping her head into pieces, but they never find the bullet. Ultimately, the prosecutor concludes the two murders were committed by unknown assailants.

Barely two months after Anna’s death, Lizzie also dies — which seems peculiar given how no doctor can pinpoint the exact cause. Bill Smith, Mollie’s brother-in-law, strongly believes that the three deaths are connected in some way.