Cleveland police are now saying Steve "Stevie Steve" Stephens may have left out of Ohio.
Cleveland Police Chief Calvin Williams says Lane is cooperating with authorities and is being protected.
"Found me somebody I'm going to kill", he says, chillingly, on Easter Sunday.
In the video, Stephens says a woman is the motive behind the shooting.
"What happened today is senseless", said Williams.
WKYC has edited the clip below from the original video posted on Facebook, but some users may still may find the edited footage hard to watch. Then in March, a 15-year-old Chicago girl was apparently sexually assaulted by five or six men or boys on Facebook Live, and none of the roughly 40 people who watched the live video reported the attack to police, authorities said. "We called him the junk man", she said. Police say they have been unable to confirm that Stephens killed anyone else. They're warning residents in the nearby states of Michigan, Indiana, Pennsylvania and NY to be on alert.
Police said they have been talking with family and friends of Stephens, who is a case manager at Beech Brook, a behavioral health agency headquartered in Pepper Pike, near Cleveland.
Cleveland-based WEWS obtained the videos before Stephens' Facebook page was deactivated.
Lane, who is now in protective custody said she was in a relationship with Stephens for "several years".
Thirty-seven-year-old Steve Stephens is wanted on a charge of aggravated murder in the death of Robert Godwin Sr. on Sunday afternoon in Cleveland.
According to the news station, there is a chance Stephens could still be in OH or another neighboring state.
In a statement released about 3 p.m., Philadelphia police said they have "no indication" that the man accused of shooting a Cleveland man and posting video of the crime on Facebook is in the city. In one of the videos he is seen holding up his Beech Brook identification badge.
The video of the killing was up for about three hours before it was removed. "Our hearts go out to his family during this time of grief", Beach Brook's statement said.
He is described as a 6-foot-1, bald, African-American male with a full beard. "He could be far away or anywhere in between", Federal Bureau of Investigation agent Stephen Anthony said on Day 2 of the manhunt for Steve Stephens, a 37-year-old job counselor for teens and young adults.
Williams told reporters late Sunday that "everyone is out there looking for Steve", who was driving a white Ford Fusion bearing the temporary tag of E363630, Cleveland.com reported.