William Davies arriving at court last year

Caroline Evans, 27, who was five months pregnant, was found shot dead in the Red Lion pub which she ran with her father in Llangadog, west Wales.

Next to her, the body of 59-year-old William Davies was also found with gunshot wounds, and a shot gun was recovered from the scene.

Mr Davies, of Dolau Farm, had appeared in court in December where he received a two-year rehabilitation order after admitting slapping and threatening to shoot Caroline Evans.

My wife died a couple of years ago and now Caroline has been shot and murdered. I'm devastated David Evans, father

At the time, Mr Davies was said to be severely depressed but was not detained after psychiatrists ruled he was "no danger to anyone else".

One of the theories detectives have is a possible murder and suicide.

Miss Evans' father David Evans, has condemned those who said Mr Davies was not dangerous.

"He was only in court a few months ago and he should have been put away.

"It is ridiculous that he was let off so lightly.

"My wife died a couple of years ago and now Caroline has been shot and murdered. I'm devastated," the 59-year-old retired vet from Ammanford said.

Mr Evans had bought the Red Lion pub five years ago after retiring and ran it with his daughter.

Shots were heard at the Red Lion pub

It is alleged Miss Evans had said just days before the shootings that she feared for her life.

Mr Davies is said to have told her before his court appearance: "I'll blast your brains out. I won't see 60; you won't see 28. We'll go together."

Sharon Davies, Miss Evans' friend, said the landlady had told her Davies was always "pestering" her.

"She said he wasn't of sound mind and she was very worried about what he could do to her.

"Unfortunately her fears were only too real and it has all ended in tragedy.

"Her mother Rowena died two years ago, and she was an only child.

"Caroline was in a relationship with a boyfriend who didn't live in the area and she was expecting his baby.

He wasn't agitated or upset and I just can't understand why this horrific thing should have happened Thomas Davies, brother-in-law

Mr Davies had been ordered to carry out 60 hours of community service by the court and had previously been banned from holding a shotgun licence.

At one stage he was not allowed to stop or get out of his car in the village of Llangadog.

Mr Davies was reported to have visited his brother-in-law Thomas Davies five hours before the shootings happened.

Thomas Davies said: "Will popped in for a chat and seemed perfectly all right.

"He was here about 10 minutes and passed the time of day, just talking about the weather.

"He wasn't agitated or upset and I just can't understand why this horrific thing should have happened.

An incident room has been set up at the village hall

"But he was a diabetic and when he drank it affected him.

"He had not been well lately and had not been able to drive for the past month."

A spokesman for the Dyfed-Powys force said: "Police investigations are currently on going into how the deceased (Mr Davies)came to be in possession of a shot gun."

He added that Mr Davies did not have a gun licence and that his gun had been confiscated following the court conviction.

The spokesman also confirmed that detectives were not looking for anyone else in connection with the deaths, although they were keeping an "open mind".

It was just before 1800 GMT on Thursday that a "number of shots were heard" coming from the Red Lion.

Police arrived at the scene soon after and the pub was sealed off. Roads were only re-opened at 1600 BST on Friday.

A team of ballistics experts are examining the pub - where the two bodies remain - and forensic examinations are continuing.

In addition, a team of five or six police officers is currently combing the main street looking for clues.