The other sister said Danley, who arrived back in the USA from the Philippines on Tuesday, "didn't even know that she was going to the Philippines, until Steve said, 'Marilou, I found you a cheap ticket to the Philippines'".
The FBI met her at the airport and was taken out a back way to avoid the public eye.
News that Paddock was the man responsible for killing 59 people and wounding more than 500 was shocking to Alarcon. Police say the shooter killed himself.
United States police say she has been living in Nevada with Paddock, who has been described as having loved and "doted on" Ms Danley.
Danley was in the Philippines at the time of the attack; she had arrived there from Hong Kong on September 25, said Philippines immigration spokeswoman Antonette Mangrobang.
Clark County Sheriff Joseph Lombardo told reporters Wednesday just after 9 a.m. local time that Danley would be questioned in the next half hour at the FBI's Los Angeles field office.
Las Vegas Sheriff Joe Lombardo said Tuesday his investigators were hoping to speak with Danley.
Meanwhile, a nephew of Paddock's girlfriend says he's stunned didn't even know that Paddock was interested in guns.
Sherriff Lombardo also confirmed Ms Danley was a person of interest in the investigation.
While agents met Danley upon landing, she is not officially in custody and is free to go where she pleases.
Danley, who uses an Australian passport, traveled to her home country of the Philippines on September 15, according to travel records obtained by ABC News.
Danley, 62, landed in Los Angeles Tuesday night on a flight from the Philippines and was interviewed by authorities.
Paddock, 64, who used a sledgehammer to smash holes in two thick glass windows of his Mandalay Bay hotel suite, used high-powered rifles modified to be automatic for the mass shooting.
After a mass shooting, or any shooting really, if the murderer happens to be a white dude, he usually gets the "oh he was always so nice and quiet, I can't believe he would do something like this" treatment.
The latter attack was previously the deadliest mass shooting in modern United States history.
Authorities in the US, the Philippines and Australia were involved in the search for Danley, who travels on an Australian passport, CNN reported.
The 23-year-old said he didn't give Paddock another thought until he heard the news, adding he "didn't seem like he was the type of guy to do that".
The evidence laid out by investigators so far shows Paddock meticulously planned the shooting.
NBC News reported that Paddock wired $100,000 to the Philippines last week, but NPR has not independently verified that report. They said they want people to know that social media has spun this out of control and jumped to conclusions that their father was involved.
Danley's boyfriend Stephen Paddock was the gunman.