An aunt living in another state is not going to be the first person that LE goes to interview. At the start they were thinking runaway, and interviewing locals.
Then SA jumped out at them as a prime potential suspect, just for the profile alone. Last to see Hailey, live in BF, does drugs, wears death masks for fun.
By the time they figured that out they went and got warrants with the stuff they already had. No need to add 3rd hand info from out of town relatives to get the warrants imo. That is stuff that will be used in court if the people testify or at the very least, the Grand Jury, where rules are lax.
If they were investigating it as a runaway initially one of the first things they would have done is interviewed family about possible problems, or checked with close relatives to see if the runaway had either contacted them or was staying with them. These people would have been spoken to early on by LE (assuming LE was competent of course).