SPOKANE, Wash. - On Monday, July 7, one day before he shot and killed his wife and then himself at a Spokane medical center, Christopher Henderson was evaluated by sheriff's deputies after co-workers called police to say he was threatening suicide.

It wasn't the first time Henderson had been the subject of a mental health check - but it would be the last.

Deputies determined Henderson was not sick enough to be taken to a hospital. Hours later the 37-year-old went and got his gun from the police storage facility where it had been held since being taken from him in May; that was after his wife, Sheena, called police to say he was threatening suicide.

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On Tuesday, July 8, Henderson made his way to the seventh floor cancer clinic at Deaconess Hospital where his 30-year-0ld wife worked, and opened fire. According to the Spokesman-Review, he shot Sheena multiple times in the head and torso, then turned the gun on himself.

"This is a really horrible incident but it doesn't appear anyone did anything out of policy," said Monique Cotton, a spokesperson for the Spokane Police Department.

The murder-suicide was the culmination of at least two months of police interaction with Henderson. According to Cotton, on May 16, Henderson's wife called Spokane police to say that her husband had a gun and was threatening suicide or suicide-by-cop. Police located Henderson in a park and were able to talk him out of his car and take him to a local hospital for an evaluation by a mental health professional.

Henderson was released three hours later - but police kept his gun.

On June 19, the gun was released back to Henderson, although he did not pick it up until the afternoon of July 7 - less than 24 hours before the murder-suicide.

Sheena's family told CBS affiliate KREM they believe "the system failed" her.

"If someone has suicidal tendencies, any weapons they have taken shouldn't be returned to them for one year," said Sheena's father Gary Kennison. "Had we known what he was up to just prior to this brutal act that took our daughter away, we could have protected her."

According to police and the state's Department of Social and Health Services, the procedure for returning a weapon to a citizen in Washington is a check to see whether that person has been court-ordered to mental health treatment. Henderson had not been.

Cotton told Crimesider that had the initial call to police been for a domestic violence incident, Sheena might have been notified when her husband retrieved his weapon, but because it was a mental health call, and Henderson threatened only himself, she was not informed.

It was about 1 p.m. on July 7, when Henderson's co-workers made their call to law enforcement to say that he was threatening suicide.

According to Craig Chamberlin, a spokesperson for the Spokane Sheriff's Department, the agency that answered the call, three deputies interviewed Henderson, who told him he was embarrassed about the situation and not suicidal.

"He told deputies about the incident in May and said that he no longer had his gun and that he was in a better place now. He said he had a counselor and would never do anything to jeopardize his relationship with his children," Chamberlin told CBS News' Crimesider.

"He had all his wits about him," said Chamberlin. "He gave us no reason whatsoever to be able to take his freedom away and take him to the hospital on an involuntary hold."

What the deputies didn't know was that other employees - who Chamberlin says did not speak with deputies that day - had allegedly heard Henderson make specific threats against his wife: "That would have been a big deal."