Farzana Parveen was bludgeoned to death by her family for marrying a man of her own choice. Police say she had died by the time they were able to intervene.
Ms Parveen's husband Muhammad Iqbal has maintained that officers stood by as the attack took place.
Meanwhile, Iqbal himself has admitted killing his first wife six years ago in order to marry Ms Parveen.
Ms Parveen, who was three months pregnant, was pelted with bricks and bludgeoned by relatives furious because she married against their wishes.
In a report given to the chief minister of Punjab state on Friday, police say one of Ms Parveen's relatives accosted her "several hundred feet" from the court premises and shot her in the shin.
There was no police deployment in that area, the report says, but a police inspector happened to be nearby and managed to snatch away the gun.
However, according the police, a scuffle ensued between about 20 members of Ms Parveen's family and 10 to 15 of Iqbal's, during which one of Ms Parveen's brothers struck her with a brick three times, wounding her fatally.
Police say one of Ms Parveen's uncles, two of her cousins, and the driver who brought them to Lahore were arrested on Friday.
Her father surrendered to police shortly after the killing.
'Honour' killings in Pakistan
•In 2013, 869 women murdered in so called "honour killings"
•Campaigners say real number is likely to be much higher
•Of these, 359 were so called "Karo Kari" cases, whereby  family members consider themselves  authorised to kill offending relatives to restore honour
•Rights groups say conviction rate in cases of  sexual and other violence against women is "critically low"
Source: Human Rights Commission of Pakistan annual report 2013
Further reading: Why do families kill their daughters?
Ms Parveen's relatives had filed a case against Iqbal at the High Court, accusing him of abducting her.
The newlyweds were at the Lahore court to contest this case. Ms Parveen had already testified to police that she had married of her own free will.
Analysis - M Ilyas Khan, BBC News, Islamabad
The twists and turns in the events since Farzana Perveen's murder on Tuesday have transformed a case of honour killing into a tricky tale of love, greed and murder.
We have a man who now admits to have killed an earlier wife, and a woman who the police claim was already someone else's legally wedded wife - which would make her an adulteress under Pakistani law. In addition, the father, brothers and cousins who are accused of murdering Farzana are also said to have killed a woman of the family before.
A recent police report does little to explain this, except for its emphasis on the point that the Farzana case was not a case of stoning, suggesting that it did not merit the attention it got. This is reflective of a deeply conservative society which tends to condone such crimes, and is helped by a set of Islamic laws dating from the 1980s that "privatise" murder as a crime against the individual instead of the state, and give the heirs of the victim the right to pardon the killer.
So there is often minimum police interest in these cases, and as a result, there are few successful prosecutions. Many believe it is this atmosphere of impunity that emboldened Farzana's relatives in the first place to kill her in broad daylight.
In other developments in the case, Iqbal himself has admitted that he killed his first wife six years ago in order to be able to marry Ms Parveen.
Iqbal's son by his first marriage Aurangzeb told the BBC's Ilyas Khan that relatives persuaded him to forgive Iqbal, enabling his release from prison under Pakistani law.
"They said that my mother was gone anyway and would never return, and that I had two younger brothers to take care of," Aurangzeb said.
"So if my father came back, our life would be much better. And he was my father after all. So I agreed," he added.
Aurangzeb also said Ms Parveen had told him that her elder sister had also been killed by the family. In that case the sister had reportedly refused to leave her husband.
A police spokesman told the BBC they could not confirm this allegation. There has been no comment from Ms Parveen's family.
There are hundreds of so-called "honour killings" in Pakistan each year.
The latest incident has prompted particular outrage, with Prime Minister Nawaz Sharif describing it as "totally unacceptable".
Arranged marriages are the norm in Pakistan, and to marry against the wishes of the family is unthinkable in many deeply conservative communities.
Pakistani police have denied they did nothing to stop a so-called honour killing in front of a court in Lahore.