JMO but I thought "I don't want to protect her" tied right into the story he glommed onto that Tammy suggested, with the aim of getting him to confess to something that they could arrest him for. IE he didn't want to protect SW and take the rap for her for killing the kids. Nearly exactly as what Tammy suggested. And, later in February he confessed again that he hadn't thought of that angle until Tammy suggested it.
But others have their POVs, and I too find it very weird that she was driving down that freeway near his house right at the time he would be committing murder or disposal of bodies.
IMO, again, just one of the opinions on this board, I don't discount that she went to his house the night of 12 August, possibly during or after the 111 minute call. Both NK and CW were self-servingly vague about what they talked about for 2 hours right before a family massacre. She hadn't seen him since the night before, IMO she had been putting an extreme ultimatum on him since SW/CW got back from NC, and it increased exponentially that weekend. But, IMO, she wasn't there when the murders took place, and took no physical part in the actual killings.
I'm sure that her phone pinged near the house at around 6am. That's what seems so strange. There would be no reason for her to be there when she was aware SW would be home from her trip. Just feels like a lot of questions should have been asked of NK which weren't.