A policeman who first attended the scene of a ghastly Brisbane murder thought it was a sick "Halloween" prank before realising a chef had been cooking the remains of his girlfriend, an inquest has heard.

The officer told how Marcus Volke locked out police investigating the whereabouts of his Indonesian transgender girlfriend from their upmarket unit before the chef self-harmed and fled the scene.

The Brisbane Coroners Court heard Volke, 27, killed and dismembered Mayang Prasetyo in October 2014 and then proceeded to dispose of her remains by cooking them on the stovetop.

Two police officers conducted a welfare check at the Teneriffe unit after the building manager reported a foul smell and neighbours noticed the 27-year-old high-class escort missing.

Marcus Volke and Mayang Prasetyo. (Facebook)

Initially locked out by Volke, who said he needed to tie up his dogs, the policemen then discovered Ms Prasetyo's feet in a stockpot on the floor beside a pool of blood before finding him dead in a nearby industrial bin.

"Originally I thought it was some kind of sick prank, like a Halloween kind of (thing)," Constable Liam McWhinney told the Brisbane Coroners Court today.

"But there was a substantial blood pool at the base of the fridge, so putting two and two together it didn't seem like a harmless prank."

Volke was a Brisbane chef. (Supplied)

Coroner Terry Ryan was shown graphic and harrowing footage from the body cameras of Const McWhinney and Sen Const Bryan Reid who were first to arrive at the grisly scene.

They told the inquest Volke became defensive when they told him of their intentions to enter the unit on the night of October 4.

Volke was questioned about a severe laceration to his wrist, which he blamed on his girlfriend, and the whereabouts of Ms Prasetyo before allowing him to go back inside the unit to tether his dogs.

But once inside, the court heard, Volke locked the door, self-harmed and exited the building from a rear entrance, evading police when he ran down a dark alleyway and hid in an industrial rubbish bin.

Ms Prasetyo was murdered and dismembered inside the couple's unit. (Facebook)

A member of Queensland Police's dog squad said he had later found Volke's body among rubbish inside the bin.

Detective Sergeant Joshua Walsh earlier told the inquest Volke had visited a Newstead-based doctor for anxiety, depression and sleep disorder two weeks before the couple's deaths, and had been treated at Victoria's Ballarat Hospital in his teens.

Volke met the victim while working as an escort in Melbourne's club scene to pay off $9000 in credit card debts, the court heard.

The death of Ms Prasetyo, who sent money home to her family, shocked the world.

Mr Ryan has been tasked with delivering findings on when, where and how she died, what caused the couple's deaths and whether officers who attempted to detain Volke complied with police policy and procedure.

The inquest will resume tomorrow.

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