Chris Watts Was Emotionless After Murder Arrest, Source Says: 'Like He Couldn't Be Bothered'

When Colorado father Chris Watts was arrested late on Aug. 15 for the murders of his pregnant wife and their young daughters, he went through the standard intake process: fingerprinting and a mugshot before being placed into lockup at the Weld County Jail.

But Watts, 33, “showed no emotion the entire time,” says a source close to the investigation who was present for the booking.

“He looked like he couldn’t be bothered by the whole thing,” the source tells PEOPLE in this week’s issue.

It wasn’t the first time that Watts’ stoic demeanor baffled onlookers.

The day before his arrest, he gave stilted TV interviews outside his home pleading for the safe return of his family — his wife of nearly six years, 34-year-old Shan’ann Watts, and their girls, 4-year-old Bella and 3-year-old Celeste — who had been reported missing by a friend on Aug. 13.

“He didn’t seem upset at all,” observed neighbor Terry Witt at the time.

Within hours after Chris’ arrest, authorities announced that they had recovered the bodies of Shan’ann, who was then 15 weeks pregnant, and their kids on property belonging to Chris’ former employer. (He was fired the same day he was taken into custody.)

RELATED: Did Chris Watts Foreshadow Alleged Affair With Co-worker in 2012 Video?

Under police questioning, Chris allegedly admitted that he had strangled Shan’ann — but he gave a startling reason for doing so.

According to an arrest affidavit obtained by PEOPLE, he claimed that after he told Shan’ann he wanted to separate, he saw her strangling Celeste, while Bella lay “blue” and apparently lifeless nearby.

In response, Chris purportedly said, he “went into a rage” and strangled Shan’ann, the arrest affidavit states. Afterward he allegedly loaded all three bodies into his truck to conceal them at an oil work site some 40 miles east.

Authorities aren’t buying this explanation and, in charging Chris with first-degree murder in all three deaths, they have dismissed his version of events as described in the affidavit.

He is also charged with unlawful termination of a pregnancy in the first-degree, among other crimes.

• For more on the shocking killings of Shan’ann Watts and her two young daughters, subscribe now to PEOPLE or pick up this week’s issue, on newsstands Friday.

Shan'ann Watts (right) and her daughters
Shan'ann Watts (right) and her daughters

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A second source close to the investigation tells PEOPLE that Chris’ alleged defense is not plausible.

“There is absolutely no evidence that she [Shan’ann] killed her children. None at all,” the source explains. “And there is physical evidence to tie him to their murders. Strangulation is a very personal way to kill someone, with a lot of physical contact. Just based on the preliminary evidence, everything is consistent with him killing them all.”

While a motive has yet to be confirmed, investigators said they confirmed Chris “was actively involved in an affair with a co-worker” before murdering his family, according to the arrest affidavit.

RELATED: Shan’ann Watts, Laci Peterson, the Yates Kids — Picture-Perfect Families Rocked by Murder

“We’ve just begun our investigation in many ways,” another investigation source tells PEOPLE, “but we have a lot of evidence that points straight to Chris.”

He has not entered a plea and his attorney did not respond to requests for comment.

Shan’ann, Bella and Celeste will be laid to rest in North Carolina this weekend.

Describing Shan’ann as a jubilant mother, grateful for having been able to conceive despite a lupus diagnosis, her family said in an obituary on Saturday: “She was our pride and joy, a true gift from God.”