The 61-year-old marketing executive was fatally injured in front of his partner in the early hours of Sunday morning.
On Wednesday, Dorset police said they were questioning three people who were arrested on Tuesday in the Bournemouth area. They are a 41-year-old Bournemouth man arrested on suspicion of murder and aggravated burglary and a 44-year-old Bournemouth man and 40-year-old Bournemouth woman both arrested on suspicion of conspiracy to commit murder and conspiracy to commit aggravated burglary.
Guy Hedger was fatally injured in front of his partner in the early hours of Sunday morning.
Simon-Pierre Hedger-Cooper, 48, reportedly Hedger’s husband of 12 years, is said to be “traumatised” after the shooting and being supported by family and police.
The burglary is believed to have been planned and jewellery including designer watches was stolen from the detached house in Castlewood, St Ives, near Ringwood on the edge of the New Forest national park.
Officer are searching properties in Winterborne Stickland near Blandford and in Verney Close in West Howe in Bournemouth in connection with the investigation.
Supt Kevin Connolly, of Dorset police, said: “We have worked tirelessly on this investigation which still continues even though arrests have been made. Our appeal still stands for anyone with information that could aid our investigation to come forward as any small detail may be important.”