Caroline Evans had been threatened by Mr Davies

The news comes as a friend of Caroline Evans described the moment she found the pub landlady shot dead next to the farmer who is believed to have killed her.

Ms Evans, who was 27 and five months pregnant, was killed last month at the Red Lion pub she ran in the village of Llangadog in Carmarthenshire.

The body of farmer William Davies, 59, who is believed to have killed the landlady before turning the gun on himself, was discovered next to her.

He had appeared in court last year for making threats to kill Ms Evans and had received psychiatric treatment.

However, the Crown Prosecution Service dropped a charge of threatening to kill against Mr Davies in favour of lesser charges, which carried a community-based punishment sentence rather than imprisonment.

Retired vet David Evans, Ms Evans' father, said: "I feel more strongly than ever that people in positions of authority should give reasons as to why Caroline was killed unnecessarily."

I went back in, checked her pulse and that's where the story ends, isn't it? She was dead Jane Southard

Now a police file is being sent to the Director of Public Prosecutions for the case to be reviewed.

Pembrokeshire and Derwen NHS Trust, which treated Mr Davies for mental health problems, is also to carry out an independent external review to identify any shortcomings or lessons for the future.

Ms Evans' close friend Jane Southard, who found the bodies on 27 February, said the landlady had not felt convinced that the police could do anything to protect her.

Ms Southard told BBC Wales of the moment she found her friend's body in the Red Lion.

"I tried ringing and knocking the door and I climbed up the scaffolding, just to no avail.

"Then I went round to the back - there's a large back door there - and that was obviously unlocked from the inside, and I went in.

William Davies arriving at court last year

"It didn't actually hit me at first. I just saw two people lying on the floor.

"I came back out than and I think I might have been slightly hysterical, but I told people who were in the yard, 'They're dead', and I thought it best to go back in just to check," she said.

"I could see Mr Davies was obviously dead but I didn't realise Caroline [was] - just thought maybe she'd been knocked out or injured.

"I went back in, checked her pulse and that's where the story ends, isn't it? She was dead."

Ms Southard said Mr Davies had parked outside the pub regularly in the weeks leading up to the shootings and the police were contacted several times.

"The police came out about nine days before the shootings and they moved Mr Davies on.

"They did actually go and speak to Caroline. I don't know if they were going to press it any more.

"I don't think there was much they could have done. But Caroline didn't have much confidence they could do anything anyway.

"If they didn't to anything about a threat with a shotgun to kill, what could they do about somebody parking on a road?" she asked.