A death-metal band member who confessed to the bloodthirsty knife murder of another metaller was a gentle person, his family says - despite his aggressive stage persona.

Timothy Parlane died early on March 5 after being hit by a train, mere hours after being questioned by detectives about the murder of Matthew Hall. The Independent Police Complaints Authority has launched an investigation.

Parlane, 27, was a former member of Wellington death-metal band Bulletbelt; 35-year-old Hall was singer for another band, Backyard Burial.

A flatmate found Hall dead in their Johnsonville flat on February 15, with stab wounds to his chest and back.

A woman who claimed to have been dating Parlane in the weeks before his death told the Dominion Post that he confided in her how he'd gone to Hall's house and attacked him with two knives.

"Just as well I took two, because he fought back," he told her.

Parlane had then cleaned up the house and buried the evidence at a secret location. The woman said he had told her he had wanted to do two things before he died: skydiving and murder.

"He was in tears and desperate to tell somebody something," she said. "I sat there and held his hands, I looked him right in his eyes."

She had given a detailed account to police and voiced serious concerns that Parlane might be suicidal. Despite this, she told the newspaper, police questioned then released him.

He sent the woman a text message: "Disappointing".

Later that night he was hit by a train at Kaiwharawhara, north of Wellington CBD.

Parlane's father Martyn told the Herald on Sunday yesterday that the family felt their "dear boy" was undergoing posthumous trial by media without the possibility of cross-examining the woman.

"He was a gentle person who never displayed any aggressive behaviour," Martyn Parlane said. "Tim's family only ever knew him to be a loving, kind and caring person."

Others interviewed by police could not comprehend his son committing such a crime, he added. "If you talked to the other members of the Bulletbelt band, you would see that they are normal, everyday people with jobs and families."

The promotional photos, which looked so dramatic in the newspaper, were simply furthering their stage act.

"Tim told us at the time that the band did not take themselves at all seriously."

A police spokeswoman said they were seeking a "mystery woman" seen at Parlane's house on February 14, the day before the murder.

Police were also appealing for sightings of Parlane, his vehicle, bag and cellphone.