NEW : Prayer vigil held in North Carolina . Explainer : Researcher was not subject of A University of Nebraska probe , law enforcement official says . Police have n't found any message , writings left by Page . Wade Michael Page says Wade Michael Page told him about identifying with neo-Nazis .
NEW : Prayer vigil held in North Carolina . Researcher was not subject of A University of Nebraska probe , law enforcement official says . Police have n't found any message , writings left by Page . Wade Michael Page says Wade Michael Page told him about identifying with neo-Nazis .