FORT LAUDERDALE, Fla. (AP) — Investigators say that when they captured Marine veteran Bryan Riley outside the Lakeland home where he allegedly killed a couple, their 3-month-old son and the boy's grandmother, he told them, “You know why I did this.”

But they say they don't and, in fact, may never know why Riley launched an attack against a family he had no known connection with, except that he may have been mentally ill. Riley's girlfriend told investigators that he had been saying he could communicate directly with God.

“The big question that all of us has is, ‘Why?’” local prosecutor Brian Haas said after Sunday's slayings. “We will not know today or maybe ever.”

Riley, 33, is being held without bond after Sunday's massacre on four counts of first-degree murder. During his first court appearance Monday, he said he intended to hire a lawyer but a public defender was appointed to represent him until he does.

Riley, who served as a sharpshooter in Iraq and Afghanistan, surrendered Sunday morning after a furious gun battle with authorities. After it was over, a deputy rushed into the home and rescued an 11-year-old girl, who was still conscious despite being shot seven times. She was in stable condition on Tuesday morning, the sheriff’s office said.

According to Polk County Sheriff Grady Judd, Riley told interrogators that the victims “begged for their lives, and I killed them anyway.”

”He is evil in the flesh,” Judd said. “Just because you have mental health issues, does not mean you are not criminally liable."

Judd identified Justice Gleason, 40, as one of the victims. Citing a state privacy law, Judd only identified the other victims as a 33-year-old woman, her infant son and the boy's 62-year-old grandmother. Facebook posts and public records show Gleason was in a relationship with Theresa Lanham and they had a baby boy, Jody, in May. Lanham's mother, Catherine Delgado, owned the property and lived there. Gleason also had an 11-year-old daughter from a previous relationship.

According to Judd and court records, on Saturday evening, about nine hours before the attack, Riley stopped his truck and confronted Gleason as he mowed his lawn. Riley, who lives 30 miles away in Tampa (50 kilometers), told Gleason that God had sent him to prevent a suicide by someone named Amber.

Gleason and one of the other victims told Riley no one by that name lived there and asked him to leave. They called 911, but when authorities arrived, Riley was gone. A deputy searched the area, but didn't find Riley. Judd said given the circumstances, there wasn't much more that could be done.

“We get thousands of reports of suspicious people,” Judd said. “To suggest that we’ve got time to stop and do an investigation of every suspicious vehicle is not possible. He made zero threats. He was just a guy that was saying some really goofy stuff."

Riley returned around 4:30 a.m. Sunday, arranging glowsticks to create a path leading to the house in what Judd said may have been an attempt to draw officers “into an ambush.”

Shooting soon began — and when a deputy in the area heard popping noises, he sounded the alarm, bringing state and local law enforcement officers to the scene. When they arrived, they found an apparently unarmed Riley outside, dressed in camouflage, and his truck ablaze.

But Riley ran back into the house, where authorities heard more gunfire, “a woman scream and a baby whimper,” Judd said.

Officers tried to enter the house, but the front door was barricaded. Judd said when they went to the back, they saw Riley, who appeared to have donned full body armor.

Riley and the officers exchanged heavy gunfire, with dozens “if not hundreds of rounds” fired, before Riley retreated back into the home, Judd said.

Everything fell silent, until a helicopter unit noticed that Riley was coming out, the sheriff said. He had been shot once and was ready to surrender.

Officers heard cries for help inside but were unsure whether there were additional shooters and feared the home was booby-trapped. Still, one officer rushed in and grabbed the wounded girl, who told authorities there were three dead people inside.

The sheriff’s office said they all had been huddling in fear, with the boy dying in his mother’s arms. Even the family dog was shot dead.

“I will never be able to unsee that mother with that deceased infant in her arms," Judd said. “It is a horror of the utmost magnitude.”

Family friend Pansy Mincey Smith told The Ledger she last saw Gleason at the hospital shortly after his son was born.

“You were smiling from ear to ear about your new little baby boy, you had that big teddy bear for him. This is so heartbreaking,” Smith wrote on Facebook.

Authorities said Riley’s girlfriend told investigators he was never violent but had become increasingly erratic. She said he claimed to be on mission from God, stockpiling supplies for Hurricane Ida victims including $1,000 worth of cigars.

Riley’s vehicle had also been stocked with bleeding control kits and other supplies for a gunfight, authorities said.

He worked as a private security guard and had no criminal history, the sheriff said.

Officers took Riley to jail in a white jumpsuit later Sunday. He appeared downcast, hanging his head and hardly opening his eyes, as reporters asked why he killed the family.

“This guy was a war hero. He fought for his country,” Judd said. Now, "he’s a cold-blooded killer.”