They said the family has been getting death threats on social media since the shooting Sunday night.
"We have no investigative information or background associated with this individual that is derogatory", Lombardo said.
Danley was the girlfriend of Las Vegas gunman Stephen Paddock.
"The FBI has coordinated with the Philippine office of the Interpol to look for her".
Sheriff Joseph Lombardo, of the Las Vegas Police, "More than 100 investigators have spent the last 72 hours combing through the life of 64-year-old Stephen Paddock, to produce a profile of someone I will call disturbed and risky".
The sisters, who had their faces hidden but who were identified as Amelia Manango and Liza Werner, believe that Paddock sent Danley to the Philippines ahead of the attack on Sunday because he didn't want her to get in his way.
In total, police recovered almost 50 guns, including rifles, shotguns and pistols, from three locations, including the Mandalay Bay hotel where the shooter rained down hundreds of rounds on concertgoers attending a nearby country music festival.
Danley was anxious Paddock was breaking up with her, her lawyer said, adding that Danley regarded Paddock as a "caring, quiet man".
Before he took his own life, the 64-year-old was able to murder at least 59 people and injure more than 500.
Benjamin Paddock was described in an Federal Bureau of Investigation poster as being "diagnosed as psychopathic" and as an individual reported to have "suicidal tendencies" who "has carried firearms in commission of bank robberies".
Paddock had checked into the hotel room on Thursday, authorities said.
He is believed to have killed himself in his room, although the sheriff said there was evidence he planned to make a getaway.
Authorities have not uncovered a motive for Paddock's attack.
Las Vegas police's Joe Lombardo also said that police uncovered explosives and 1,000s of rounds of ammunition at Paddock's home.
The two slain off-duty officers were attending the concert, Lombardo said.
He had rigged 12 semi-automatic rifles with devices that allowed the guns to fire like an automatic weapon, she said.
The motives of the multimillionaire retired accountant, who was not known to be suffering from mental illness, are unknown.
Asked why they did not regard the attack as domestic terrorism, Lombardo said: "We have to establish what his motivation is first".
In his 32nd-floor hotel suite at the Mandalay Bay Resort and Casino, police recovered 23 weapons, including a handgun, and multiple rifles - some had scopes on them.