Chris Watts' mother-in-law suspected him of being a murderer.
Sandra Rzucek told police that after his daughter Shannann and her two daughters went missing that the killer was 'acting weird'.
Tragically, she even warned the police that he would cover up the murder by hiding their bodies in oil.
The revelations come in a 2,000 page case file that has been released after Watts was convicted of slaying his pregnant wife along with their two daughters Bella, four, and Celeste, three.
It states Rzucek revealed: "She stated that Christopher is acting, 'Weird,' and out of the ordinary. She said that Christopher is telling people, "He has to go to work," and that just doesn't seem right.
"She felt that he is going out to pour oil on the bodies to dispose of them somewhere."
Watts, 33, was sentenced to life in prison on for also killing their unborn son Nico.
He pleaded guilty to killing his family on the night of August 12, 2018, in their in Frederick, Colorado home.
Watts then dumped their bodies in oil containers he had access to at the company he worked for.
The newly released documents also gives an insight into the crumbling marriage of Watts and Shanann via and interview with alleged mistress Nichol Kessinger.
Kessinger told investigators that Watts and his wife 'did not get along well and their financial life was also troubling,' investigators wrote.
"She said Chris was struggling with finances and now he had a third kid on the way and she does not know if he could afford another kid,' the report said.
"Shanann was not responsive to this financial trouble. Nichol said Chris always told her he wanted a third child and wanted a boy."
His mistress revealed that she did not believe their affair was the reason for the murders although it may have 'accelerated the process'. She believed money was the main reason.
However, prosecutors believe that it was his desire to start a new life with Kessinger that motivated him to kill his family.
The pair had reportedly secretly dated for two months.
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