"This is a terrible scene - and so near Christmas. Those poor people, they must have been terrified in the moments before they died," the witness added.
Initial reports suggested that a knife was used in the double murder but Sussex Police quickly shut down those claims.
"In response to media speculation, I wish to make it absolutely clear that this is not a knife crime," Detective Chief Inspector Alex Geldart, of the Sussex and Surrey major crime team told the Daily Mail.
Geldart added that his thoughts were with the friends and family of the two women who have lost their lives.