Tana Shane, 50, saw Deniz on the side of the road and drove home to pick up her husband, 52-year-old Jason, and their daughter Jorah, 24, and went back to help the stranded motorist on the Crow Indian Reservation.
Jorah's aunt, Ada Shane, said Jorah later told her family what happened in the incident. Ada said Jorah told her that Deniz, while in the vehicle with the family, pointed a .22-caliber rifle at Jason's temple, told the family to get out of the car, and demanded money. Jason told Deniz they only had change.
Deniz then told the family to start walking, and Tana Shane told Jorah in their Native American language to run, according to Ada's account. Jorah heard a shot as she began to flee, fell and heard another shot, she later told her aunt.
Deniz then allegedly drove away in the Shanes' vehicle.
Jorah ran toward a church. A car pulling out stopped and the driver got out to check on the family; Jorah got in the driver's seat and drove to her house, Ada Shane said. Jorah was later hospitalized.
Deniz was arrested near Meeteetse, Wyoming, about 120 miles from Pryor, Montana. Deniz admitted shooting three people with a .22-caliber rifle, then driving away in their car, according to the FBI.
Deniz told interviewers he shot the family because "he was getting tired of waiting around, and because the daughter had laughed at him."
Deniz was placed in federal custody and brought from Wyoming to Montana by U.S. Marshals for a Friday court appearance. Deniz was in court in the presence of a public defender. Deniz is due back in court on Aug. 5 and remained in custody of the Marshals Service.
On Aug. 7, Deniz appeared in U.S. District Court of Montana and pleaded not guilty to five felony counts, including two counts of first degree murder; assault with intent to commit murder; assault with a dangerous weapon; and assault resulting in serious bodily injury, for shooting Jorah Shane.
United States Immigration and Customs enforcement officials say Deniz is from Mexico and received permanent residence in 2013, but has lived in Wyoming most of his life.
"If he is convicted for a criminal offense that allows him to be removed from the country, after the completion of sentence, ICE intends to take him into custody and pursue his removal from the United States," the agency's statement said.