In the weeks that followed Anastasia's murder, there was considerable gossip among her acquaintances. A friend of Anastasia's, Peige Turner, heard two individuals separately make statements to her about the murder that raised her suspicions. Both statements cast suspicion towards Byron Case. Turner had been given second-hand information from the two mutual acquaintances of hers and Case, and she passed the information on to Jackson County Sheriff's Department (JCSD) Detective Sergeant Gary Kilgore, who was in charge of the investigation, though Sergeant Kilgore did not seem particularly enthusiastic about investigating on his own.⁽¹⁾

Sergeant Kilgore did not follow up on Turner's information for more than a month, an inaction that the victim's family thought inexcusably lackadaisical on the detective's part. When he did finally act and interview Steve Elliot, who was one of the two individuals Peige had identified, he made it clear from the start that Peige Turner was his source of information.⁽²⁾ Elliot refused to divulge any information to Sergeant Kilgore, but he did accost Turner's mother, Karen Turner,⁽³⁾ shortly afterwards, and he informed Case (or Case's friends) soon afterward that Peige Turner had spoken to police.

Within days, Peige Turner was accosted by a number of Case's friends, who accused her of being a "snitch" (and interesting choice of words, as no one accused her of lying). At that same time she also began receiving obscene and threatening anonymous pager messages. She filed a police report on the matter, but was met with excuses and avoidance by Sergeant Kilgore. Karen Turner filed a complaint against the detective, but his immediate supervisor, Tom Phillips (who would later become JCSD Sherrif), refused to follow up. Karen Turner then filed a complaint with the Office of Human Relations and Citizen Complaints (OHRCC) against Sergeant Kilgore. After a bizarre and illegal closed-door decision by the OHRCC in which they refused to consider action against JCSD, Karen Turner and Robert WitbolsFeugen (Anastasia's father) sued OHRCC for violations of the Sunshine Law.⁽⁴⁾

The end result of the harrassment that Peige Turner received and local law enforcement's incompetence in dealing with it was that Ms. Turner left Kansas City permanently and now lives in another region of the country. To this day, neither Byron Case nor any of his friends who engaged in this harrassment have ever answered the simple question "Why". None of them, including some who testified at trial on Case's behalf, have never chosen to explain their actions.

Another individual, Allie Conrad, informed Anastasia's family that she had seen Byron Case the day after the murder, and that his description of the event was significantly different than what he later told police. Detective Kilgore, despite being informed of the source of information, never sought to interview Ms. Conrad. The fact that she had spoken to the family was unknown to Case and his friends until after his arrest, when pre-trial documents were released to defendant Case. One of the documents released included Kilgore's report about talking to Robert WitbolsFeugen about Ms. Conrad.⁽⁵⁾ A few months after Case's arrest, and after he had distributed copies of the pre-trial documents to friends of his, Allie contacted the family to say that she had been assaulted and threatened by a friend of Case's, and that she was afraid to talk further about the case.