"I remember having shock and disbelief,'' she told the court.
She said she initially thought her brother might have died in his sleep and it never occurred to her that he had been killed.
She quickly got dressed and drove the 500m from her cottage to the police cordon.
When she arrived she was standing with her mother and David Berry, the man who found Mr Guy's body.
"I was really focused on just comforting my mum. I remember her saying not my baby, not my Scotty.''
Ms Guy said she also saw Macdonald at the cordon, pinching the bridge of his nose and "sort of'' crying.
She heard him say 'it's not fair, it's not fair, we had so many plans'.
At some stage while standing at the cordon, Macdonald said Mr Guy had been shot but Mr Berry, a neighbour, said he believed he had been stabbed.
Ms Guy said the pair corrected each other twice over whether he was shot or stabbed.
"I remember thinking 'how did Ewen know?','' Ms Guy said.
On Tuesday Mr Berry gave evidence that he thought Mr Guy had been stabbed to death when he came across the body and told police this when he made a 111 call.
Also giving evidence today, neighbour Bonnie Fredriksson told how she heard three loud bangs about 5am on July 8, 2010 as she lay in bed.
Ms Fredriksson told the court she had been around guns during her farming life and believed the bangs came from a "heavier type gun''.
Her flatmate, Derek Sharp, said he also woke just before 5am to hear two gunshots.
"It was a boom, boom, fairly quick succession,'' he told the court.
Telecom New Zealand call agency investigator Jeremy Fleet told the court a text message was sent from Macdonald's phone at 5.03am which read "R u up''.
A phone call to the same number was made at 5.40am, but it went straight to voicemail.
The Crown said during its opening that Macdonald sent a text message to Mr Guy early on July 8 after he failed to show up to work.
Police digital forensic analyst Antony Drake, who examined a laptop that belonged to Scott guy and his wife Kylee, told the court the internet was used between 4.39am and 4.40am on the morning Mr Guy was shot dead.
TradeMe, Facebook, MetService and Hotmail were all accessed on the computer and just before 4.41am the computer was used to access msn.co.nz, but Mr Drake could not determine what had happened between then and when the computer was accessed again at 7.56am.
A customer service representative for ADT Security, which provided monitored alarm services to Byreburn farm where Macdonald and Mr Guy worked, told the court the alarm was disabled at 5.02am on July 8.
In the 19 days around July 8, from June 24 to July 12, the latest the alarm was disabled on any other day was 4.58am, and the earliest was 4.01am.
Crown prosecutor Ben Vanderkolk earlier told the court that within minutes of 4.43am, Mr Guy left his home to go to work but a shut gate at the end of his driveway forced him to get out of his car to open it.
As he went to open the gate he was then shot twice by someone 2m-6m away.
At 5.03am Macdonald arrived at Byreburn farm, about 400m down the road and texted Mr Guy to find out where he was, the Crown said.
The trial continues, before Justice Simon France and a jury of 11 people, tomorrow when Mr Guy's widow Kylee and his sister Anna, who is Macdonald's wife, will take the stand.
