A "pestered and harassed" woman voiced her concerns to police less than two weeks before she and and her toddler daughter were shot dead.
Christine Chambers contacted officers on May 27 in the latest of a catalogue of two years of contact with Essex Police, initial investigations by the Independent Police Complaints Commission found.
Ms Chambers, 38, and two-year-old Shania were found dead early yesterday following a stand-off between police and a gunman inside their home in Bartram Avenue, Braintree.
The police watchdog said it was "still collating" previous contact between Ms Chambers and officers as formal investigations were launched.
In her last statement to police, Ms Chambers reported that she was being "pestered and harassed", the IPCC said.
Commissioner Rachel Cerfontyne said: "Nobody could fail to have been shocked by what happened in Braintree yesterday and my thoughts are with Christine and Shania's family. Our independent investigation will focus on the previous reports to police and how they responded.
"We have to be very mindful that there is a double murder inquiry under way and we therefore need to be cautious about the information we make public at this stage so as not to interfere with that ongoing investigation.
"At this stage, it is too early to say whether police responded appropriately to each incident and this is something that will take time to establish, but we will make our findings public as soon as we are able."
A man - named locally as David Oakes, 50, a former partner of Ms Chambers - is currently under police guard at a nearby hospital after undergoing treatment for non-life threatening injuries.
Flowers and cuddly toys have been left as tributes outside the house where the shootings took place.
Officers said they had been taking offerings from well-wishers inside the police cordon throughout the day.
Among the notes was one from neighbour Karran Tomlinson. It read: "RIP Chrissie. We have had our ups and downs but you will be missed."
Mrs Tomlinson said: "Chrissie had an infectious laugh. If you were ever having a bad day, just hearing that laugh would cheer you up.
"We had a small falling out a few days ago. I was planning to go round and make up with her on Monday but now I will never get the chance.
"It makes you realise how petty some things are and I wish we could have our time again."
Another neighbour, who declined to be named, said: "Everybody is still in shock. She was somebody who we all knew and could talk to and we can't believe she has gone."
Ms Chambers' brother, Stuart Flitt, had regularly stayed at the house to protect his sister after she received threatening text messages.
He said: "The police didn't seem to take her seriously and we feel they could have done more."
Ms Chambers' 10-year-old daughter escaped from the house and alerted family members who called police.
A police spokesman was unable to confirm whether detectives had been able to interview Oakes. However, officers are not looking for anybody else.
Oakes is the father of Shania and the couple were fighting a legal battle over custody.
Assistant Chief Constable Gary Beautridge, head of the Kent and Essex serious crime directorate, has confirmed that the force had been called to the home on a number of occasions over the past two years following reports of trouble.