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Investigators are trying to identify a mystery woman seen with Stephen Paddock in the days before the Las Vegas massacre, several law enforcement officials told NBC News.

They don't know if she has any connection to the attack, but they would like to speak with her as they build a timeline of Paddock's last days, the officials said.

Paddock's longtime girlfriend, Marilou Danley, was not in Las Vegas when he turned a room at the Mandalay Bay hotel into a sniper's nest and murdered 58 people attending an outdoor music festival 32 floors below.

Her sisters have said Paddock sent her to the Philippines, where she is from, more than a week before the mass shooting. She returned to the U.S. on Wednesday and was interviewed by the FBI.