( CNN ) -- Weeks after they found Odin Lloyd 's bullet-riddled body in a Massachusetts industrial park , investigators are still searching for a key piece of evidence : the gun used to kill him . Prosecutors have accused former New England Patriot Aaron Hernandez , 23 , of orchestrating the death of Lloyd , who was shot five times with a .45 caliber handgun . The latest police search for the weapon -- at a lake in Bristol , Connecticut -- did n't turn up the gun , a law enforcement official told CNN Wednesday . Investigators with a Connecticut State Police dive team who 've been looking for the gun plan to return to the area next week to search a smaller body of water nearby , the law enforcement official said . Search warrant : Hernandez stored guns in box after killing . The former standout NFL tight end has pleaded not guilty to murder . He is being held without bail . Authorities have said Hernandez , Carlos Ortiz and Ernest Wallace picked Lloyd up from his Boston apartment in the early morning of June 17 . Surveillance cameras showed the car at an industrial park near Hernandez 's North Attleborough , Massachusetts , home . Lloyd 's body was found in the industrial park later that day . Ortiz has told authorities that Wallace said Hernandez fired the shots that killed Lloyd , according to a court document . As part of their investigation into the high-profile case , police have homed in on Hernandez 's hometown of Bristol . And a house there where Hernandez 's uncle and cousin live has become one focal point . The house is near the lake that police have been searching . And court documents say that Hernandez 's cousin , Tanya Singleton , learned of Lloyd 's death at the house , where she allegedly spoke with Ortiz . Hernandez responds from jail to fan letter . A search warrant affidavit states that Ortiz -- who sources say is cooperating with authorities â€ ” says that he and Wallace drove to the Connecticut home , where he told Singleton about Lloyd 's death . The affidavit also says that Singleton later bought a bus ticket for Wallace . Wallace was charged with accessory after the fact to murder and has pleaded not guilty . Ortiz has pleaded not guilty to a weapons charge . Singleton was arrested and jailed on a contempt of court charge , according to jail records . The charge is for allegedly failing to comply with a grand jury investigating Lloyd 's killing , the law enforcement official said . She was released from the Bristol County Sheriff 's Office Women 's Center in Massachusetts on August 1 , according to jail records . It is unclear whether she was transferred to another facility or decided to comply with the grand jury . Prosecutor raises 2012 Boston slayings in alleging Hernandez motive . A spokesman for the Bristol County District Attorney declined comment to CNN . Attempts to reach Singleton and her family were unsuccessful . At the Connecticut home , authorities also discovered a dusty SUV suspected of being linked to an unsolved double homicide in Boston last summer , sources told CNN . Hernandez has not been charged with anything in that case , but a law enforcement source has told CNN that Boston police were `` very active '' -- and making progress -- in trying to connect the dots that could link him to the shooting . CNN 's George Lerner contributed to this report .
A police search of a Connecticut lake does n't turn up the gun , an official says . A dive team will return to the area next week and search a smaller body of water . Score: 6