The gunman in Sunday's Kowloon Bay shootout was the father of model Liddy Li Yuet-tung, who once told a judge that he was "a good father."
Liddy recently whipped up a storm after being caught red-handed hugging and kissing married thriller movie director Oxide Pang Chun.
According to a 2011 court case, the gunman Li Tak-yan, 50, had two daughters, then aged 16 and 24.
The older daughter, originally named Li Ting, now 27, reportedly changed her name to Li Yuet-tung when she became a model and actress.
Yesterday, Liddy accompanied her younger sister and mother Ding Ping to Fu Shan Public Mortuary in Sha Tin to identify the body of the gunman.
They were then seen in a seven-seater van heading toward Kowloon Tong through Lion Rock Tunnel, but it made a U-turn at Baptist Hospital and headed back to Sha Tin, continuing to Lok Ma Chau and then to Shenzhen to avoid the paparazzi.
Liddy has also deleted the contents on her Weibo and Facebook pages, and refused to answer questions by reporters on WhatsApp.
A source said police have talked to the divorced wife, Ding, and Liddy in an attempt to understand Li's background.
Ding revealed that Li had once operated an illegal gambling den in the Yau Ma Tei fruit market and easily got agitated.
It is reported that detectives posted a notice outside the home of Liddy, her sister and her mother in Tsing Yi that police wanted to contact them.
At about 5pm yesterday, detectives from the forensic department took a developer and laser scanner to the crime scene at Lok Ching House, Kai Ching Estate, to retrieve more evidence from the 10th and 21st floors, including bloodstains and fingerprints.
A source said police realized Li was intent on committing suicide when he climbed outside his home and pointed a gun to his temple after exchanging shots with police on Sunday.
Liddy, her sister and Ding moved to Cheung Hong Estate in Tsing Yi after Ding divorced Li in 2010.
When Li was jailed for a year for wounding a neighbor with a knife in 2011, Liddy wrote to the judge describing him as a good father.