Authorities investigate the scene of multiple deaths at a home in Berlin, Vt., on Saturday, Aug. 8, 2015. (AP Photo/Lisa Rathke)

BERLIN, Vt. –  Three women found dead in a Vermont home Saturday were relatives of a woman arrested a day earlier in the fatal shooting of a state social worker who handled the case in which she lost custody of her daughter, state police said.

The bodies were found Saturday morning at a home in Berlin, and police said at least two appeared to have been shot. The women were related to Jody Herring, who police said fatally shot a state social worker in neighboring Barre late Friday afternoon, police said.

Authorities said the social worker, Lara Sobel, had handled a case for the state Department for Children and Families in which Herring's 9-year-old daughter was removed from the home.

Gov. Peter Shumlin, who was returning from a Nova Scotia vacation a week early after receiving word of the deaths, said Saturday there was no reason to believe there was a continuing threat related to the incidents.

"The Vermont State Police are working collaboratively with the Barre and Berlin police and the investigation remains ongoing," Shumlin said in a statement. "Vermonters should know that there is no indication of a broader threat at this time to state employees or the general public.

"The tragedy that has gripped our state ... is immense. In the coming days we will need to pull together as a state to come to terms with these heinous events."

Authorities said Friday night that Sobel had been involved in a case that saw Herring's daughter taken into state custody. Sobel had just left a DCF office on Friday afternoon when she was shot twice, authorities said. The child remains in state custody, officials said.

Lt. Gov. Phil Scott said he knew several members of the extended Herring family.

"It's my understanding after speaking with some of her (Jody Herring's) relatives that her father was one of 16 brothers and sisters. It's a large, extended family throughout central Vermont," Scott said.

Ken Schatz, the commissioner for the Department for Children and Families, called Sobel's shooting "a heartbreaking tragedy." He called Sobel "an experienced social worker. She had been providing public service for children and families for more than 14 years."

Herring was in police custody Saturday and couldn't be reached for comment. A home telephone number listed for her had been disconnected. She was scheduled to be arraigned on Monday, police said.

Vermont's child protection agency, like those in many other states, frequently comes under criticism from parents for being too quick to remove children from homes in cases of alleged abuse and neglect; and from the public when children are left in the home and end up dying at the hands of family members.

A special legislative committee was set up to investigate the department system after the deaths last year of two toddlers who had been involved with DCF, 2-year-old Dezirae Sheldon, of Poultney, and 15-month-old Peighton Geraw, of Winooski. Murder charges are pending against Dezirae's stepfather and Peighton's mother, who have pleaded not guilty.

Following the investigation, Vermont passed a new law designed to improve communications between the department, law enforcement and the courts.