After a few days of investigation, the police summed up their theories: (1) the murders were crimes of passion, not racket related, (2) a woman will be found to have played some part in the case, (3) the victims were taken to Kingsbury Run after their deaths, (4) the two victims knew each other and were killed by the same person, (5) the unidentified man was killed first, his body immersed in some sort of fluid until the killer could trap and murder Andrassy, (6) each victim, after his hands were tied, was executed by some sharp instrument, like a butcher knife. Police were quite sure that each victim would have had to be carried, probably at night, down the steep embankment of Jackass Hill. Automobiles and trucks couldn't get any closer to the ravine than 100 feet from Praha Avenue.
Police reconstructed the timing of events leading up to Andrassy's murder. He left home on the Thursday evening, September 19, 1935, not telling his family where he was going. From Coroner Pearse's report, he was killed Friday night. On Monday afternoon his body was found. No one was ever found that had seen him after he left his home on Thursday.
Police spent weeks trying to trace what happened to Andrassy that weekend, but with no luck. Nor did police ever identify the man with him, known only as Victim One. Eventually, all clues led to dead ends and the police activity died down.
Nobody at the time tied the two weird murders to an incident a year earlier when the lower half of a woman's torso washed up on the shore of Lake Erie near the Euclid Beach amusement park. The legs had been severed at the knees. Coroner Pearse had estimated that the woman's bisected torso had been in the water some 3-4 months. The odd skin coloration suggested that the body had been scorched or treated with a chemical, perhaps a preservative. Two weeks earlier, the upper portion of the woman's torso washed up on the shore 30 miles away, but the man who discovered it did not realize at that time it was part of a human body. The rest of her was never found.
She was never identified and did not fit any missing person's report. While she was never officially considered part of the Kingsbury Run murders, she was very much unofficially considered the first in the series. The newspapers called her "The Lady of the Lake" and later, Victim Zero.
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