[susan53]

OK - I've seen it and I'm afraid you gave confusing information about the text . The text ...based on the information we received from this informant. They had robbed Kelly, killed her that they had shot her. The detectives are closing in on Jim and Bob, but they still have no idea where to find me. is not consecutive and not said by the same person. The situation is this:

Kelly disappears. Her best friend tells the police that she (Kelly) took drugs which she bought from Bob and Jim. For some reason Bob and Jim also boast that they killed her, so the police, who have arrested both of them for another crime (car theft) question them about Kelly.

During Bob's interrogation, Bob denies involvement, saying : It was just talk. I swear it. A joke.
The police don't believe him - and that's when the detective says : "...do the right thing here Bob, for her mom. Tell us what you did with her body at least."

Another detective, talking to the camera, then says that they suspected Bob and Jim because : Based on the information we received from this informant (ie Kelly's friend), they had robbed Kelly, killed her, that they had shot her..... He then goes on : These are our guys. We just have to prove it

Kelly in a voice-over then says : The detectives are closing in on Jim and Bob, but they still have no idea where to find me.

Which comes back to what I said in the first answer : closing in on means ...the police suspect them but don't have enough concrete evidence at the moment to accuse them formally. But the more evidence they gather the closer they get to the moment where they can charge them with the crime. The detective's words "These are our guys. We just have to prove it" show this clearly.

The second meaning, of "getting closer to finding them" is irrelevant here because they are both already under arrest for other crimes which they confessed to in order to provide an alibi for not having murdered Kelly.