The embassy said further statements were being collected via video conference and that it had been in touch with Lee's family to offer them any assistance as required.
On the Monday after the kidnapping was said to take place, Lee and his partner, journalist Laura McQuillan said they were faced with a visit by more men dressed in police uniform.
The pair, frightened for their safety left Rio on the Tuesday morning, before fleeing to Canada - a few months earlier than planned.
