An official investigation into the fatal shooting of Oregon militia leader LaVoy Finicum has raised questions about whether federal agents lied about their actions and removed bullet casings from the scene, adding to accusations that the FBI engaged in a cover-up.

Evidence that FBI agents failed to disclose that they had fired shots at Finicum and queries about whether critical evidence was removed comes from the local Deschutes County sheriff’s office investigation, lending credence to claims previously dismissed as conspiracy theories.

Finicum, a 54-year-old Arizona rancher and one of the leaders of the rightwing militia that occupied an Oregon wildlife refuge, was shot and killed by state troopers on a remote highway on 26 January. The confrontation also resulted in the arrests of key protesters and marked the beginning of the end of the 41-day standoff.

Further bolstering theories of evidence removal, law enforcement sources told the Oregonian this week that they had seen an FBI video that showed an agent appear to bend over twice and pick up something near where the two shots likely occurred.

The sheriff’s office, responsible for investigating the shooting, recently determined the shooting was justified and released close-up footage of the final moments before Finicum exited his vehicle and was killed.

From the start of the investigation, Finicum’s supporters across the west have hailed him as a martyr for the conservative land-use rights movement, arguing that the FBI planned and executed a coordinated assassination of a non-threatening activist, and then worked to cover its tracks by making it look like the shooting was a case of self defense.

While many brushed aside the claims of Finicum’s backers as fringe conspiracy theories, hundreds of pages of documents newly released by the Deschutes sheriff investigation have raised significant concerns about the FBI’s actions during and after the shooting.

“We are seeing a massive cover-up,” said Jeanette Finicum, Lavoy’s widow. “There’s been a lack of integrity and honesty from the very beginning … They can’t be trusted to investigate each other.”

Sheriff Shane Nelson of Deschutes County, who led the investigation into the shooting in nearby Harney County, revealed last week that Oregon state troopers fired six shots and that the FBI on scene fired two shots “as Mr Finicum exited the truck”.

But, Nelson told reporters, after the incident, FBI operators “did not disclose their shots to our investigators nor did they disclose specific actions they took after the shooting” – a “failure” now under investigation by the US inspector general.

Randy Peck of Las Vegas, a supporter of Nevada rancher Cliven Bundy, holds a sign of LaVoy Finicum in downtown Las Vegas. Photograph: Steve Marcus/AP

New police documents reveal that the sheriff’s office also repeatedly asked state troopers whether they saw bullet casings on the ground and if they witnessed anyone removing them – raising questions about whether the FBI may have actively eliminated evidence that would prove they fired shots.

After inquiring about the casings, an investigator interviewing an individual identified as “Officer 5”, asked: “Did you happen to see anybody, um, picking anything up? Like, specifically the rifle brass or anything else from the scene?” The officer did at one point, however, see at least two rifle casings by the FBI trucks, according to the interview transcript.

Detectives collecting evidence never found the casings, according to the police reports.

“They’ve been caught lying several times,” said Angie Bundy, wife of Ryan Bundy, one of the militiamen in the car with Finicum who is now behind bars and facing charges of conspiring against the government. “We can’t have a fair trial if they’re just going to lie … And this goes way beyond lies. They murdered somebody and they tried to murder more innocent people, my husband being one of them.”

Mike Arnold, lawyer of Ammon Bundy, another jailed militia leader and Ryan’s brother, said the latest disclosures have forced him to rethink his initial dismissal of various cover-up allegations raised by Finicum supporters. “I’m definitely no longer discounting any theories put forward,” he said. “I just want the truth.”

Utah state representative Michael Noel, a close friend of Fincium’s relatives, added, “I want to see a full investigation of those agents … Personally, I thought it was an unjustified homicide.”

The revelation that officers fired shots while Finicum was leaving his car also sheds light on the FBI’s intentions, said Jeanette. “It was an ambush … They were looking for a particular outcome, and I think that they got it.”

Last week, FBI special agent Greg Bretzing said officials have not resolved the question of who fired the additional shots, and said the agency was “fully cooperating” with the inspector general investigation. “I can assure you that no one … wanted this situation to end in violence or death,” he added.

Asked about the new reports of alleged misconduct and a possible cover-up, Bretzing said in a statement Wednesday: “To preserve the integrity of that investigation, it would be inappropriate to comment.”