No they did not. They did not ask- and they did not check. The golf bag was specifically asked for by JR just days after his daughter was killed and PR's sister Aunt P dutifully got it from the house unimpeded by police. No officers ever accompanied her through the house to see what she took. She was ostensibly there to get "clothed for the funeral". Yet, PR wore a totally new "Jackie Kennedy style" mourning outfit complete with dramatic veil and I had read that local shops donated clothes to the Rs for the funeral.
Why he needed that gold bag in Colorado in December was suspicious to everyone but LE.