Casting about for suspects in the case, investigators had to determine whether Vince was the primary target or Margaret. Or both. Each had enemies, and it was difficult to determine whose enemies had the greater motivation. Investigators examined the mystery from both perspectives, drawing up lists of individuals who might have had motive to kill either of them, starting with Vince.
Halat, who was the last person besides Margaret to have seen Vince alive and who found Vince's body, was initially considered to be a possible suspect, but he was quickly ruled out. It was known that the Halat & Sherry law firm had attempted to take out life insurance policies on the firm's principals, but Vince had been rejected because of his high blood pressure. Halat gained nothing by his partner's death, rather, without Vince, the firm's practice would suffer. So Halat was ruled out.
Next the investigators began looking at the firm's client list and the cases Vince had handled. Could the murderer have been a former client whom Vince had been unable to get off the hook? Could it have been the preacher from Gulfport who had been convicted of smuggling cocaine? He had paid Vince a hefty fee, then accused him of selling out. There were other clients Vince had failed to defend successfully, as well.
There was "Diamond Betsy" (Betty Inman), a Tennessee-based cocaine smuggler who loved expensive jewelry, expensive furs, expensive clothes, expensive cars and her collection of expensive shoes. She had been one of Vince's clients and had sought to be the object of his affections, as well. She wrote him love letters and tried to convince him to dump Margaret, but he refused to do so. When she was convicted and sent to jail, she accused Vince of betraying her. She accused him of looting her possessions and had been heard making threats about killing him. However, she was in jail at the time of the murders, and her threats appeared to be empt, so she was crossed off the list of suspects.
When the attention turned to those who might have motives for killing Margaret, naturally investigators looked at Mayor Blessey. As a potentially formidable opponent to his reelection bid, Margaret posed the greatest threat to Blessey's career political ambitions. He was certainly the one Lynne Sposito suspected the most, as did many of the people of Biloxi. Humes tells of a woman approaching Lynne at Vince and Margaret's wake and telling Lynne, "Seventy-five percent of Biloxi thinks Mayor Blessey did it, darlin'. The other twenty-five percent are related to him."
However, Blessey, of course, denied any involvement with or prior knowledge of the killings, and he was in a strong position to thwart any investigations that might link him to the crime. The city's Director of Public Safety and the police chief were appointed by the mayor and served at his pleasure. Blessey also had a lot of clout with the Harrison County Sheriff's Office. So, when his Director of Public Safety, George Saxon, announced three days after the murder that investigators could not determine a motive for the killings, there was widespread skepticism. Especially from Lynne Sposito, who continued to suspect a coverup, especially after a sheriff's detective was reportedly told by the sheriff himself not to pursue a routine questioning of Blessey.
Just before her death, Margaret had told a number of people that she was helping the FBI in a secret investigation of corruption in City Hall. However, FBI agent Royce Hignight, a neighbor and friend of the Sherrys, flatly denied any such investigation was underway. He acknowledged that Margaret had talked to him about her suspicions, but the agency had never acted upon them.
So, as long as there was no hard evidence to implicate Blessey, his legal right to a presumption of innocence had to be respected. Which left the door open for investigators to consider just about anyone with any reason at all to want Vince or Margaret or both dead. Investigators would continue looking in other directions, and the clock was ticking. If the killer or killers weren't found soon, the chance that they would ever be found would grow ever slimmer.