Hernandez, in talking to investigators, grew "argumentative" with police, asking, "What's with all the questions?"
Soon after those words were uttered, Hernandez clammed up, refusing to answer questions without a lawyer and instructing his girlfriend to do the same, according to the series of affidavits filed in Attleboro.
The records show police seized two of Hernandez's mobile phones, three iPads and went through his home, his car and his locker at Gillette Stadium, where the Patriots play.
Investigators told the court they found dirt that appeared to come from the crime scene in the treads of the tires on the rented car Hernandez was driving that night and tire tracks that appear to match those at the crime scene. They said they discovered potentially incriminating text messages that link Hernandez with Lloyd before the dead man's body was found.
Detectives also said that, on the same evening Lloyd and Hernandez allegedly had their problem at Rumor, witnesses at the club saw Hernandez carrying a handgun in his waistband.
In the documents, investigators say Hernandez's girlfriend, Shayanna Jenkins, told them Lloyd "smoked marijuana and that he also was a marijuana dealer. Ms. Jenkins stated that she would often observe Mr. Lloyd on his phone talking about marijuana sales."
Detectives didn't explain the significance of that, but it could confirm initial reports that illegal drug sales could have some sort of connection to the crime.
Hernandez is being held without bail as is Ortiz.
Wallace was arraigned Monday and is also being held without bail.