The family of a West Australian woman who died in police custody say they feel "broken up" and are desperate for answers about her death.

Julieka Dhu, 22, died on August 4 after complaining of feeling unwell while being held in custody at the South Hedland Police Station.

It is understood she was in custody because she owed approximately $1,000 in unpaid fines.

Ms Dhu's family has revealed to the ABC they were never informed she was unwell, despite phoning the police station to check on her.

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Carol Roe, Ms Dhu's grandmother, who raised her, said she phoned the South Hedland Police Station twice during Ms Dhu's stay.

"I just rang up and kept checking how she is; is she all right, did she have a good night or something? I rang up twice," she said.

"[The officer said] oh she's right. Then I rang the next time and said how is she? [Police said] she had a good night, and that was it."

Ms Roe said police did not inform her that Ms Dhu was unwell and had already visited the Hedland Health Campus at least once.

WA police internal affairs investigating

Western Australian Police say their internal affairs unit is continuing investigations into Ms Dhu's death on behalf of the state coroner.

A police spokeswoman said: "It is expected the completed internal affairs unit file will be provided to the state coroner by the end of October, 2014."

Police would not comment on Ms Roe's claims.

At the time of her death, police issued a statement to say Ms Dhu had been taken to hospital twice while in custody, but both times discharged and returned to her cell.

Police said medical staff issued certificates stating she was fit to return to custody.

Ms Dhu died on her third visit to the Hedland Health Campus.

Ms Roe claimed she was Ms Dhu's next of kin and believed she should have been informed that her granddaughter had not been well.

"We didn't know about her being sick or anything and just got the message my granddaughter's passed on and this is it," she said.

"Everybody's got something to answer for."

Ms Roe's sister Irene Kelly said the family had very little information about Ms Dhu's death.

"We want the answers, what did she die of?" Ms Kelly said.

"We want to see the police report, we want to see everything the police had in there of her, we want to see the medical report ... everything."