They sisters were interviewed by Australia's Channel 7 TV network with their faces obscured and their names withheld.
One sister tearfully said: "I know that she don't know anything".
"She was sent away".
Danley's sisters told Seven News that she was wired $127,000. "In that sense, I thank him for sparing my sister's life but that won't be to compensate the 59 people's lives".
He had no criminal record and was not known to police, who have yet to state his motives for the mass shooting, the worst in USA modern history.
Marilou Danley, a petite 62-year-old casino hostess from the Philippines, is in the crosshairs of the Federal Bureau of Investigation as the authorities seek to determine what led her boyfriend to carry out the worst mass shooting in recent U.S. history.
No one, except Marilou, because Steve is not here to talk anymore.
"Moving from the location of the event, deciding whether you are going to help victims evacuate or. whether to take charge and put an element together and go and engage this individual", he said.
"Maybe if Marilou was there this maybe didn't happen because she won't let it happen".
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Danley, referred to as Paddock's longtime girlfriend, had been out of the country for weeks and was in the Philippines at the time of the shooting.
"It happened a lot", Esperanza Mendoza, the supervisor of the Starbucks inside the Virgin River Casino in Mesquite, Nevada, told the Los Angeles Times.
Authorities are investigating reports that while she was in the Philippines, Paddock wired her $100,000.
The woman told the news station that her sister was "really in love" with Paddock.
The official, who has been briefed regularly on the probe but spoke on condition of anonymity, said the working assumption of investigators was that the money was intended as a form of life insurance payment for Danley.
So far, police believe Paddock acted alone - which could make his motive harder to determine.
Danley, 62, who had traveled to Hong Kong on September 25, could fill in some of the blanks when she returns to the USA on Wednesday, the officials said. Another friend of the man said that man had been in contact with Marilou Danley in recent days.
He had rigged 12 semi-automatic rifles with devices that allowed the guns to fire like an automatic weapon, she said.
"We haven't absolutely ruled out anything in this investigation", said Mr McMahill, when asked about a potential Philippines terrorism link. She was in the Philippines at the time of the shooting, according to media reports.
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