UPDATE: 5:30 p.m.
Police now say that the two women Clyde William Banner killed were two daughters of the woman Banner was in a relationship with.
Unicoi County Sheriff Mike Hensley said after Banner shot the two women, he called their mother and told her he had shot her daughters.
A witness said Banner then fled in his truck. Banner used his credit card in Madison County, which alerted authorities.
A Madison County deputy was in an accident during the pursuit, but he is okay.
UPDATE: 5:10 p.m.
Two women have been identifed by the Unicoi County, TN Sheriff's Department as the victims of a Wednesday morning shooting near Erwin.
Donna K. Jones, 34, and Amy B. Jones, 29, of 953 Lower Higgins Creek Road, were both found dead in the living room of the home with gunshot wounds to the head, the report said.
The suspect in the case, Clyde William Banner, reportedly threatened neighbors who saw him leave the women's home following the shooting, according to the report. A witness also told an officer that she saw Banner fire the shotgun in the same room as the victim.
Investigators also said the witness told them that Banner, 63, had borrowed the shotgun used in the crime the night before.
He was later captured nearly 40 miles away in Madison County, NC and warrants have been secured in Unicoi County for his arrest on two counts of first-degree murder.
UPDATE: 1:30 p.m
The Unicoi County Sheriff's Department says Clyde William Banner is in custody.
A senior officer with the UCSD said Banner was arrested in Madison County, NC. Both police departments will be discussing the case later this afternoon.
For the latest, watch News 5 at 5 p.m., 5:30 p.m., and 6 p.m. with live updates from Marshall, North Carolina.
UPDATE: 12:15 p.m.
Unicoi County deputies said they are looking for Clyde William Banner as the suspect of a double shooting that happened Wednesday morning.
Banner is considered armed and dangerous.
Deputies are also looking for a red pick-up truck that Banner is said to be driving.
The department spokesman said Banner has ties to Cocke County, Tenn. and the North Carolina counties bordering Unicoi County.
UPDATE: 11:34 p.m.
A suspect has been identified in a Wednesday morning murder in Erwin and they are now trying to apprehend the individual, a spokesperson with the Sheriff's Department confirmed to News 5.
All Unicoi County Public Schools have been placed on lockdown as the search for the suspect continues.
Officers with the Unicoi County Sheriff's Department confirmed they are on the scene of an active crime investigation.
The officer said the scene is located on Lower Higgins Creek Road which is 5 miles outside of Erwin.
News 5 has a crew in route to the area and will have more details as they become available.