Fireworks link emerges in the shooting death of Justine Damond.

The mystery of why a US police officer shot dead Australian bride-to-be Justine Damond in her pyjamas in an alley could be explained by the possible setting off of fireworks in the Minneapolis suburb at the time she was gunned down.

A source with knowledge of Minneapolis law enforcement, who asked not to be identified, told AAP on Tuesday it “would be good common sense to investigate” the fireworks link.

The sound of fireworks may have startled Officer Mohamed Noor, the policeman who fired the fatal bullet.

The reference to fireworks is heard during the police radio conversations between Officer Noor, his partner Officer Matthew Harrity, the police dispatcher co-ordinating the emergency call and other officers rushing to scene.

At one point the dispatcher asks for a precinct sergeant to acknowledge a report of “two shots heard from the east”.

“We heard those sounds from the station,” an officer responds.

“Those are probably aerial fireworks.”

Ms Damond’s heartbroken fiance, Don Damond, spoke out on Monday criticising law enforcement for failing to offer details on why Officer Noor shot the 40-year-old Australian.

Ms Damond, a spiritual healer and life coach originally from Sydney’s northern beaches, called police at 11.28pm on Saturday when she heard a woman’s screams near her Minneapolis house.

She feared a sexual assault was taking place.

When Ms Damond, believed to be holding a mobile phone, approached Officer Noor’s squad car in her pyjamas he shot her in the stomach.

The independent Minnesota Department of Public Safety Bureau of Criminal Apprehension, not the Minneapolis Police Department, is investigating the shooting and has released few details.

Officers Noor and Harrity, both new to the police force, had their body cameras switched off during the incident.

“I don’t know what the answers are,” Minneapolis Mayor Betsy Hodges, who also has received little information about the police investigation, told Good Morning America on Tuesday.

“That’s the trade-off of an independent investigation.

“We aren’t in charge of it.

“I know the BCA is doing the best they can and moving as swiftly as they can.

“I hope they release as much information as they can as swiftly as they can.”

Ms Hodges, who fought for Minneapolis police to wear body cameras after several previous high-profile incidents in the city, said the failure to have them switched on was one of the key questions of the investigation.