Finding the remains of the Sydney couple was a priority for the police investigation, but "more so for the families of both men".

Police said there had been no "active search" for the bodies on Sunday, amid reports that the alleged offender Beau Lamarre-Condon had not cooperated.

The NSW police officer, 28, spent his third day in custody, having been charged with the double murder.

Police established a crime scene in Karoola Road in Lambton on Friday.

Officers searched the area, including a small waterway, on Friday and Saturday morning in connection to a white Toyota HiAce van.

"They were looking for evidence in relation to the vehicle, they weren't looking for the bodies," a police spokesperson said.

Asked if police divers were looking for a weapon in the waterway, the spokesperson said it was "items relating to the vehicle".

The van was seen in Lambton before it was later found at Grays Point in southern Sydney.

Police will allege the van was used to transport the bodies.

Lamarre-Condon allegedly hired the van from Mascot on Monday and drove to Newcastle on Thursday night.

He reportedly spent the night at the Lambton home of a friend, who is not accused of wrongdoing.

He handed himself into police on Friday before being charged with the murder of Mr Baird, an ex-television presenter, and his boyfriend Mr Davies.

Their bloodied clothes, a phone and credit cards were reportedly found in a skip bin in Cronulla, 30 kilometres from Mr Baird's Paddington home.

Police allege the men were killed in the home, where a significant amount of blood was discovered.

It's alleged that police matched a bullet casing, found at the home, to Lamarre-Condon's Glock service pistol.

The weapon was allegedly returned to a locker at a police station after being fired.

Lamarre-Condon was reportedly an ex-boyfriend of Mr Baird.

The Sunday Telegraph reported that two text messages were sent from Mr Baird's phone after his death, leading police to believe he was still alive.

A police statement issued on Sunday morning said Strike Force Ashfordby detectives were continuing to investigate.

"The priority for police is to find the bodies of Mr Davies and Mr Baird. It's important for the investigation, but more so for the families of both men," the statement said.

"We appreciate that people have many questions they want answered and so do we.

"But as this has been a very fast-moving investigation, the detectives are still in the process of conducting the necessary inquiries."

Police appealed for anyone with information that could help to come forward.

NSW Police Commissioner Karen Webb said police were "working around the clock" on the case.

"I ask the community to have patience as police work to determine what happened," Commissioner Webb said.

She gave her "heartfelt condolences to the families and friends" of the victims.

"It is difficult to comprehend the grief and pain of their loss.

"I acknowledge this week's events are distressing for many and I share the sadness and shock about the alleged nature of Luke and Jesse's deaths."

Crime Stoppers is on 1800 333 000, or nsw.crimestoppers.com.au.