On August 5, 1991, Casolaro "phoned Bill McCoy, a retired CID officer who is a private detective" to relate some encouraging news. (Ridgeway and Vaughan, 37) Casolaro reported that the mainstream news magazine Time had assigned him an article about "The Octopus," he was working with esteemed reporter Jack Anderson on the investigation, and publishers Little, Brown and Time Warner had offered to finance the effort. His reasons for the exuberance call have not been explained other than to suggest it was misplaced.
Olga reported that on August 9, she answered several threatening telephone calls at Casolaro's home. One man called at about 9:00 a.m. and said, "I will cut his body and throw it to the sharks" (Ridgeway and Vaughan, 38). Less than an hour later, a different man telephoned to say "Drop dead." (Ridgeway and Vaughan, 38) There was a third call, but Olga reported that no one spoke and she heard music, as though a radio were playing in the same room as the caller. "Don't call him no more," she said before hanging up. (Ridgeway and Vaughan, 38) The fourth call was the same as the third, and a fifth came late that night — no music this time, and no one spoke. After this call, "Olga slammed the phone down."
Writing in Spy in 1993, John Connolly noted "So sure was everyone that Casolaro had killed himself that very night, even before his family was notified of his death, Charles Brown, the undertaker, embalmed the body. Brown would later give the most ordinary of reasons for doing so - 'I didn't want to come back to work on Sunday' -though embalming a body without the permission of the next of kin is illegal in West Virginia. Had Brown or the authorities spoken to Casolaro's brother Tony, they surely would have proceeded more carefully. Tony would have undoubtedly mentioned what Danny had said to him just a few days before: 'I have been getting some very threatening phone calls. If anything happens to me, don't believe it was accidental.'"