One note, found in a London hotel room before Stephen Bateman, Ruth Fleming and Jane Greenhow shot themselves, talked of checking guns and covering tracks.
Police in Britain and the US were yesterday piecing together the movements of the three and trying to establish why they embarked on an odyssey across America that loosely followed a route taken by Timothy McVeigh, one of those accused of the Oklahoma bombing.
Mr Bateman and Ms Fleming, both 22, killed themselves last Wednesday at the Caswell Shooting Range in Mesa, Arizona. Witnesses said the pair, dressed in black uniform, rented guns, fired a number of shots at targets and then turned to face one another. Appearing to nod a countdown, they put the guns in their mouths and pulled the triggers.
Several hours later and some 1,000 miles away, near Redding, California, Ms Greenhow, 23, attached a hosepipe to the exhaust of a rented car and, with the engine still running, she too shot herself in the head.
The three had been close friends and had visited Germany, China and Spain together. It is understood that Mr Bateman and Ms Greenhow were once lovers but that recently his affections turned to Ms Fleming, with whom he shared a house in Marchant Road, Andover, Hampshire.
Whether Ms Greenhow was part of the suicide pact or whether she killed herself on hearing her friends were dead is not clear. Police in California said that, unlike her friends, she had left a suicide note, but they did not reveal its contents.
The women met while studying astrophysics at Leicester University. Mr Bateman, who had deferred a place on a Bradford University peace studies course, was from Leicestershire.
The families of the three expressed shock at unconfirmed reports they had flown to Detroit to join an extreme right-wing sect. Detroit is the home of US white-supremacist and neo-Nazi dogma. Yet there is plenty of evidence that Bateman and Fleming, at least, had been seduced by neo-Nazism. The tenants who took over their Andover home on New Year's Day were shocked to find Bateman in an SS cap and full military uniform.
One tenant, who asked not to be named, said: "My boyfriend went round to pick up the keys and when the couple opened the door he nearly fell over with shock. The man was wearing a peaked cap, black jacket and leather boots. The woman was wearing the same sort of uniform as well. We thought that because of the date they might have been to a fancy dress party."
She said the couple left behind another SS cap, a pair of Gestapo trousers and two toy German tanks. "They also left behind crockery, curtains and duvets - almost everything they owned," she added. "I think they must have been planning their suicide for months and knew they would never need these things again."
The families of all three had reported them missing in January. It is understood they had not been seen since before Christmas. Police visited the Andover address a number of times, but got their first lead on 6 January, the day Ms Fleming and Mr Bateman flew to Detroit.
Before their departure they had stayed at the Salvation Army's Vandon House Hotel in central London, and what they left behind there prompted staff to call in Scotland Yard. Assistant housekeeper Barbara Iovine said: "After they checked out, I went in their room and these bags were just left there. There were all sorts of documents, including pages ripped from firearms magazines and really weird photographs.
"The photos showed lots of people dressed in black military-style uniforms. It was very strange - almost like an army. Then I found a notebook with a checklist written down. It said things like 'Check the guns, get rid of the car, clean the house, dye hair.' I knew then that something awful was going on, but I thought they were going to kill someone else, not themselves."
Ms Greenhow, who had been interviewed by police about the disappearance of her friends, is thought to have followed them to the US weeks later. Ms Greenhow's movements thereafter are difficult to chart, but more is known about the other two. Police in Arizona say a map they found, and Ms Fleming's Visa card receipts, show that after Detroit, they travelled through California, Oregon, New Mexico, Kansas and Nebraska.
In Mesa yesterday, staff at the shooting range said that Bateman and Fleming had their hair shaved close, hers tinted orange with two small pig-tails. They wore combat trousers, black T-shirts and army boots. Ms Fleming wore white make-up with black eye-liner and lipstick.
Describing them as looking like "kids in Disneyland" on seeing the range's guns, one gun trainer said: "They were a little out of place for what we were used to. But they proved courteous and quiet and stuck strictly by safety rules."
At the hotel where they stayed in Mesa, police discovered the torn fragments of a London doctor's appointment card beneath their mattress. They had checked out of the room a little over two hours earlier. Written on the card were the words "Ober gruppen fuhrer stasspolitzei" and below, "eternal hell". The word "agongny" was scratched out.
Back in England, the families of all three were in shock. Jane Greenhow's father, Tom, 50, a senior executive with the Ministry of Defence in Harrogate, Yorkshire, denied Jane was involved in neo-Naziism.
"If she was part of anything like that, she kept it very well hidden," he said. "She certainly was not involved with any neo-Nazis while she was in England. She was a very intelligent girl with a very good academic career. She was also very independent and dressed in a way that some people would call 'punkish', but she was not in any way strange.
"My wife and I are struggling to take it all in. Her death has really come out of the blue. The only reason we've been given is that it could be this neo-Nazi thing, but until we know more we can't be sure why she did it."
He said Jane left a message on their answering machine just before she died, apologising for not getting in touch sooner. She had left a hotel number near the spot where she killed herself.
Ruth Fleming was the youngest of three daughters of Stan and Joan Fleming, of Bowburn, near Durham city. Former friends and pupils at Durham Johnston School, where she was said to have been very bright, said they could not recognise the macabre suicide victim as the girl they used to know.
Mr Bateman's mother, Joan Bryan, said: "It has been very hard for us to believe and take in what we've been told." She said Stephen dropped out of his A-level course and left home at 17, never quite able to settle.
"We often talked for hours," she added. "I can't believe I won't speak to him again."Reuse content