A local news outlet reported earlier Tuesday that Guest does not believe there is a potential connection to the McDaniel campaign. McDaniel's campaign seized on the report and McDaniel issued a statement.
"This confirms what I've said all along," McDaniel said. "As the District Attorney has said, our campaign had nothing to do with this sad incident."
Pushing back on that report and McDaniel's statement, Guest said Thursday evening, "I want it to be clear that the investigation is ongoing."
The Madison, Miss., Police Department is "working diligently to gather and analyze evidence in this case," he said. "Until the investigation is complete, no person or persons have been cleared."
Guest added that he plans to present his findings in the coming days to a Madison County grand jury and said they "will determine against whom indictments should be returned."
Three more men were arrested Thursday for their alleged involvement in the filming of Cochran's wife, Rose, who suffers from dementia, including tea party activist Mark Mayfield, who has close ties to the McDaniel campaign. Last week, pro-McDaniel blogger Clayton Kelly was arrested after at least one image of her appeared in an online video he allegedly created. All four have been charged with conspiracy.
The episode has roiled state politics as the race heads into its final stretch ahead of the June 3 primary. Although McDaniel's campaign insists that it had nothing to do with the incident, Cochran's team has tried to create doubts by releasing a timeline of statements from McDaniel and his aides and showing how they changed their story.
McDaniel said the Cochran campaign is resorting to "shameful slander," while Cochran spokesman Jordan Russell told reporters this week, "We're in the middle of a race I think the likes of which Mississippi has never seen."
Philip Rucker and Sean Sullivan contributed to this report.