Echavez told reporters that no one from their side fired a weapon. "I am asking President Duterte to investigate this and the Senate of the Philippines," she said, as family members stirred her away from reporters.
She also said that she's in fear for her life. Asked what message she has for Duterte, she said, in Tagalog: "Look at this closely. He knows my father. He knows my father."
Espenido said that Parojinog's family is the main trafficker of drugs in Ozamiz.
Parojinog's name gained national spotlight last year after Duterte accused him and more than 150 politicians, judges and other public officials as being involved in the drug trade.
Senate Minority Leader Franklin Drilon questioned the circumstances surrounding the deaths of Parojinog and Rolando Espinosa, Mayor of Albuera, who was killed last November. "Why are search warrants, served before dawn as in the cases of Mayor Espinosa and now, Mayor Parojinog, result(ing) in the deaths of the persons being searched? Both are tagged as drug lords. Too much of a coincidence?" Drilon said.
Just a week before Espinosa's death, another mayor, Samsudin Dimaukom, was killed in what authorities said was a gun battle with law enforcement.
More than 7000 deaths have been reported from July 1, 2016, after Duterte took office, to January 21, according to police. Many of the deaths reportedly occurred during police confrontation, but thousands were carried out by vigilantes. Human rights groups and Western governments have strongly criticised the drug war.