NSW police officer Beau Lamarre still silent as search for bodies of missing Sydney couple continues

New South Wales police are still searching for the bodies of a Sydney couple on Saturday, as they charge one of their own with murder.

Former Channel 10 presenter Jesse Baird and Qantas flight attendant Luke Davies were allegedly killed by NSW Senior Constable Beau Lamarre in Baird's home, either last Sunday or Monday.

But so far, Lamarre won't tell police what happened or where the bodies are.

Detectives allege Lamarre killed Baird, 26 and Davies, 29, then hired a van to help get rid of their bodies, but aren't entirely sure of the exact timeline.

"We need to find the location of the bodies," said Det Supt Danny Doherty.

"The family are obviously devastated... It's a very tough day for them," he said.

New CCTV footage has emerged, showing Lamarre strolling barefoot down a suburban street in Sydney.

Hours later he arrived at his uncle's home, and they left together soon after.

Lamarre, 28, then turned himself in on Friday morning at Bondi Police Station, where he was charged with two counts of murder.

But the mystery surrounding the case didn't end there.

While he's since appeared in court, the accused killer is barely speaking with police.

Their investigation so far has spanned the city.

Starting in Cronulla where blood-stained clothes, credit cards, keys, and an $8000 watch were found in a skip bin.   

That led police to discover a bloodied scene at Baird's home in Paddington.

They also searched two other properties, in Waterloo and Balmain.

Lamarre then drove north to Newcastle before returning to his uncle's house, where a white van was parked on the road, the same white van seen on CCTV outside Baird's Paddington home.

Detectives will allege that Lamarre used the white van to remove the bodies from the home, but in another twist, friends said Baird was texting them on Tuesday.

But police say that's not possible, because the van was seen at Baird's home on Monday, the same day they allege the pair were shot and killed.

"Sad day for a lot of my friends and a lot of people in my world," said friend Alex Reid.