Police found the bodies of John Sheridan and his wife Joyce Sheridan inside their home last September when a neighbor called police to report a suspicious fire.
The deaths were initially deemed a murder-suicide, but a source close to the investigation told ABC News that the Sheridans were stabbed several times with at least three different weapons.
Police have only retrieved two of those weapons, according to the source.
The investigation by the attorney general's office will be parallel to the police's investigation. The office has sent investigators to provide "additional manpower and expertise" to local police amid concerns over the progress detectives have made, officials said.
"They sense and know and understand there's a lot of frustration and people feel like we should just know," said family spokesman Tom Wilson. "They understand that this isn't for lack of trying on the part of law enforcement."