"She didn't even know that she was going to the Philippines, until Steve said "Marilou, I found you a cheap ticket to the Philippines", one of the women told NBC's Australian partner, Channel 7.
Danley's sisters told Seven News that she was wired $127,000.
"In that sense I thank him for sparing my sister's life", they added.
Police said former casino worker Danley was not believed to be involved in the shooting but investigators are hoping she can shed light on Paddock's state of mind and their relationship as they try to find a motive for the sickening attack.
Shortly afterwards she moved to the USA - this is where her history appears more complicated.
"No one can put the puzzles together".
The family said that they have been receiving death threats due to their connection to Marilou.
"If Marilou was there, this, maybe, as well, didn't happen because she won't let it happen", she said.
Danley was in the Philippines at the time of the attack; she had arrived there from Hong Kong on September 25, said Philippines immigration spokeswoman Antonette Mangrobang.
Danley landed at Los Angeles International Airport on Tuesday evening, a law enforcement source told CNN.
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She was married for more than 20 years to her second husband, Geary Danley, and the couple moved to Nevada when they retired, the New York Times reported.
Information from Marilou, who lived with Paddock for several years, could be the breakthrough authorities need.
Investigators are also examining a $100,000 wire transfer that Paddock sent to an account in the Philippines that appeared to be intended for Danley, a senior United States homeland security official told Reuters last night. Law enforcement authorities had been in communication with her and anticipated "some information here from her shortly", he said during a news conference.
The official, who has been briefed regularly on the probe but spoke on condition of anonymity, said the working assumption of investigators was that the money was intended as a form of life insurance payment for Danley.
Danley's sisters in Australia said in a TV interview there that they believe she couldn't have known about Paddock's murderous plans, and that he must have sent her away so she wouldn't interfere.
Authorities appeared to rule her out on Monday as it emerged that she was not in Las Vegas at the time of the killing. "He loved her. He doted on her", Eric Paddock, Paddock's brother, told The Washington Post.
"We haven't absolutely ruled out anything in this investigation", said Mr McMahill, when asked about a potential Philippines terrorism link.
"We've completed our investigation at the properties, three separate locations in Mesquite and Reno, at the hotel and the suspect's vehicle", he said. The attack killed 59 people and wounded more than 500.