Police believe Mr Lamarre-Condon, 28, allegedly shot both men with a NSW Police firearm at Mr Baird's Paddington home after a bullet and casing were allegedly found on the scene.

Divers are searching for the bodies of Mr Davies and Mr Baird in a Southern Highlands waterway.

A river near Hazelton Road at Bungonia was the subject of the search on February 25 and have officers have returned to continue the investigation on February 26.

A friend of Mr Lamarre-Condon was helping police with their investigation saying she was with the alleged murderer when the pair drove to Bungonia.

She told officers she was unaware of the alleged murder and waited for Mr Lamarre-Condon outside the property for 30 minutes.

The constable allegedly bought an angle grinder to enter the Southern Highlands property, which police believe he had a personal connection to, before locking the gate with a new padlock.

Friends of Mr Baird were allegedly texted from his phone saying he planned to move to Western Australia. The friends were asked to sell his belongings and clean his house, police said.

The bodies of Mr Davies and Mr Baird are yet to be found and Mr Lamarre-Condon has allegedly not assisted police with information about their location.

Police commissioner Karen Webb said she wanted to "reassure Luke and Jesse's loved ones, and the people of NSW, that we are working around the clock to find those answers".

"As our investigation continues, I would ask anyone who has information that could assist, to please come forward and contact us," she said.

Police are calling for information about the movements of a hired white Toyota HiAce van, with registration CW82PM, between February 19 and 21. Anyone with relevant CCTV is urged to contact police.

The van was captured on CCTV footage at Mr Baird's Paddington home on February 19, shortly before the men disappeared, and was found at Grays Point south of Sydney.

The van, hired from Sydney Airport at Mascot at 9.30pm on February 19, was allegedly used to transport and dump the bodies, police said.

Mr Lamarre-Condon was also believed to have travelled to Lambton near Newcastle before dumping the van in south Sydney.

Newcastle police appeared to be photographing the contents of a bucket beneath a tree in an area cordoned off by police tape on the morning of February 23.

Mr Davies, a 29-year-old Qantas flight attendant, and his partner, 26-year-old former TV presenter, Mr Baird were last seen on February 19.

A search for the two men was launched after Mr Davies' bloodied clothes were found dumped in a Cronulla bin and a pool of blood was found at Mr Baird's Paddington home.

Mr Lamarre-Condon was an ex-partner of Mr Baird and their "on again off again" relationship ended "a couple months" earlier, police said.

The constable had been working as a police officer for a specialist command until February 20 when he called in sick to work, police said.

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Bloodied clothes, belonging to Mr Davies, were found by a member of the public in a Cronulla skip-bin, among other items, at 11am on February 21, police said.

A phone, credit cards, keys, and an $8,000 watch were also found in the bin, police revealed.

Detectives then searched Mr Baird's Paddington home and found evidence of a struggle including upturned furniture and a pool of blood on February 21.

Mr Baird had formerly been a presenter on Ten's Totally Wild and Studio Ten.

A crime scene was established at Mr Baird's Paddington home, which is also shared by "a number" of housemates, police said.

Neighbours of the Paddington home reported hearing shouting on the morning of February 19 but police could not give details about the nature of the argument.

Police said neighbours also reported hearing gunshots after 9am on February 19.

"We do believe, from the crime scene at Paddington and from property that was located at Cronulla, that there had been some sort of incident that has likely occurred at the Paddington address," Detective Superintendent Jodi Radmore said on February 22.

"That has given us grave concerns for one, possibly both, their safety," she said.

A happy photo of the couple at a Pink concert was posted to Mr Baird's Instagram account on the evening of February 20, a day after the men were allegedly killed.

His friends also reported receiving messages from Mr Baird's phone until just before midnight on the same day and police believe these were sent by the accused.

Mr Davies' friend Jessica Vaux said "Luke was a larger then life human who touched everyone's hearts he met. There was never a dull moment when his presence and infectious laugh was in a room".

Ms Vaux has launched a fundraiser for his family, making more than $55,000 by February 26.

The NSW Police constable has been in the news a number of times in the past decade.

He first made headlines in 2014 when the then 19-year-old threw a note to popstar Lady Gaga during a Sydney Born This Way concert.

Lady Gaga picked the note off the stage and read it to the crowd, creating a viral moment on social media.

The note read "two years ago I also met you at this arena for the Born This Way Ball where my life changed forever".

"I had told you something I never had the courage to tell anyone before".

"I told you that I didn't know how to come out to my family about my sexuality and I was scared to. You told me something I will never forget. 'If your parents love you as much as I believe they do, they will accept you for who you are'."

"Those words right there gave me a backbone to be brave and tell them. Now, two years later, I finally have and I feel free! You were right, my parents have been nothing but supportive."

Mr Lamarre-Condon went on to start a celebrity blog and was head-hunted by Qantas to be a red carpet reporter. During this time he met many A-list celebrities including Miley Cyrus, Taylor Swift, John Travolta and Selena Gomez.

After training to join the NSW Police in 2019, Mr Lamarre-Condon again made international headlines in 2020 when he was filmed Tasering an indigenous man suspected of stealing a handbag in Sydney.

The video shows Mr Lamarre-Condon Tasering the man, who was on his knees, repeatedly in the head and upper body while he cried out in pain.

"Why are you f--king doing that? I'm not even fighting you," the man said.

The former NSW premier Gladys Berejiklian said a police review had been launched after the footage surfaced.

Mr Lamarre-Condon was later cleared of using his Taser inappropriately in the internal police investigation and the suspect was charged with intimidating and assaulting police. The man was convicted and given a six-month community order.

Police urge anyone with information who may have information to contact Waverley Police or Crime Stoppers on 1800 333 000.

Support is available for those who may be distressed: