The dead women were named locally as Atherton's partner of many years, Susan McGoldrick, 45, who worked at a local supermarket; her 44-year-old sister and her sister's daughter, who was said to be in her 20s.
Laura McGoldrick, his step-daughter, was treated in hospital for what appeared to be minor shotgun wounds. She was later questioned by detectives investigating the murders.
A man who was at the scene was arrested but later released. The bodies of the victims were found "in close proximity" to each other on the ground floor of the small house.
Police said some of the victims had been out drinking earlier in the evening and had returned home shortly before the shooting began. Atherton had been out at the Horden Victory Club. He was described as acting "completely normally".
One friend said he might have been depressed after undergoing a heart procedure last year.
His employer, Michael Lloyd, said colleagues at Phillips Taxis where he had worked for several years were completely stunned. "He was a really nice guy," he said. A colleague described Atherton as a "quiet man" who "must have flipped".
He was a well-known gun enthusiast who shot rabbits on farms in North Yorkshire and gave them to friends.
Assistant Chief Constable Michael Banks confirmed police had "minor contact" with the family in 2008.
"We are busy reviewing the exact circumstances around that. There was a report of a male at that address self-harming. That was some years ago," said Banks. "Nothing came from that."
Gun owners are required to undergo background checks from firearms officers to ensure they pose no threat to public safety. Police said it was not unusual for enthusiasts to hold six licences at once.
Applicants must provide a reference and a letter from their GP saying they are not suffering from mental illness, and declare any criminal convictions, or any previous treatment for such illnesses.
STRICT RULES
Firearms licensing: the system
* Britain has one of the world's most stringent gun-licensing systems - with owners of shotguns and rifles required to undergo background checks which are supposed to demonstrate they pose no threat to public safety.
* Applicants must declare criminal convictions, medical conditions or treatment for depression or mental illness. Licences are reviewed every five years and certificates, issued by Chief Constables, may be revoked if holders are deemed to be a danger to public safety or of unsound mind.
- Independent