"When they held that child out the window with a weapon, that was, in my opinion, giving law enforcement some idea of what their actions and what their thoughts could have been. It could have ended very tragically," Robeson County Sheriff Glenn Maynor said.
Investigators say the car crashed and two men ran off into woods. Nance was caught.
Jai-Mya was not physically injured. She was reunited with her parents just before 11 p.m. Tuesday.
Investigators say they are looking into the possibility the alleged abductors and the girl's father, Daryl Glover, 24, know each other.
Authorities spent several hours interviewing Glover on Tuesday. They say Glover has a lengthy criminal record that includes violent crimes.
Investigators say neither Glover -- who was not home when Jai-Mya was taken -- nor Lee are suspects.
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