Authorities are considering a wide array of potential culprits -- such as a white supremacist gang targeted by officials last year, drug cartels, and someone who may have held a personal grudge.
While authorities offered no new information on the investigation Thursday, Perry said investigators would leave "no stone unturned" in finding the killers and any group they might be associated with.
"Any organization that is operating in the state of Texas outside the bounds of our laws is going to be put on notice that we're going to hunt you down, we're going to punish you and do our best to remove that type of threat to the safety of the citizens of the state of Texas," Perry said.
A law enforcement official speaking on the condition of anonymity told CNN Wednesday that authorities "haven't come close to charging anyone." The official was not authorized to publicly release details of the investigation.
FBI computer teams searching for evidence
An FBI computer analysis response team has joined the investigation.
The team is scouring for digital evidence on computers, phones and other electronics belonging to the McClellands and Hasse, said Katherine Chaumont, a spokeswoman for the FBI's Dallas Field Office.
Such forensic investigations could be used to search for threats that might have been made against them and could help investigators learn more about the victims' lives.
Chaumont would not specify whether the investigators were examining devices belonging to anyone else, such as witnesses or possible suspects.
Investigating local residents
Since Hasse was gunned down near the county courthouse on January 31, authorities have pored through his case files, including public corruption cases, to see if any defendants he tried may have sought vengeance.
Authorities met with Eric Williams, a former justice of the peace who was convicted last year of burglary and theft by a public servant.
Surveillance video showed Williams apparently stealing computer monitors from the county courthouse. He was sentenced to two years' probation.
Saturday night, hours after the McLellands were found dead in their home, investigators met Williams at a local Denny's restaurant, his attorney told CNN Tuesday.
Investigators took swab samples from Williams' hand to test for gun residue, attorney David Sergi said.
The law enforcement official said Williams is "one angle we are looking at," the official said.
Sergi says his client voluntarily cooperated because he has nothing to hide.
Another Kaufman County resident has drawn the interest of investigators.
The man, who has been trying to open a gun range on his property, was involved in a civil dispute with McLelland and the county.
The resident told CNN that FBI agents visited him and asked a few questions, but nothing else materialized.