Stephens got to a point where he "snapped and turned into a whole different person", his mother said.
Green and Stephens' brother, Ricardo Green, spoke with CNN on Wednesday.
Acting on a tip, Pennsylvania state police spotted Stephens, 37, leaving a McDonald's in Erie and went after him, bumping his vehicle to try to get it to stop, authorities said.
Almost two days after Steve Stephens fatally shot Godwin in cold blood, two of his daughters met with Joy Lane for the first time. Before the shooting, Stephens demanded that he say "Joy Lane", the name of his ex-girlfriend.
State police continue to work with federal and OH authorities, trying to build a timeline of the last few days in the life of Steve Stephens.
Pennsylvania State Police said that they had received a tip-off from workers at the fast food chain shortly after 11:00 on Tuesday. Godwin did not seem to recognize the name.
"She's the reason why this is about to happen to you", Stephens said on the video.
Though shocked and deeply pained by their father's brutal murder, the children said they felt sorry for his killer. "I guess he wanted to be caught".
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Lane said it has been hard watching her name dominate social media, where her connection to the killer became a topic of discussion over the weekend. She mentioned his Facebook posts and Stephens claimed to have killed 14 people.
They last talked Saturday night, she told the affiliate, when Stephens told her he'd quit his job and was moving out of state.
Stephens, who had no prior criminal record, was not suspected in any other killings, Cleveland officials had said. "And that's been hard", Lane said. "I'm angry with him, yes, but I forgive him", Godwin-Baines told Lane.
The Godwin sisters told Lane that none of this was her fault and that they don't hold any animosity for her.
Beech Brook, a behavioral health facility in a Cleveland suburb where Stephens had worked since 2008, said in a statement on Tuesday that Stephens had cleared an extensive background check.
A gun range owner said Stephens had shot at his facility, and video shows he was warned for breaking rules by practicing "rapid fire".
Police said the woman he referred to was in a safe place.
The McDonald's on Buffalo Road in Erie, Pennsylvania.
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