Alex Murdaugh was grilled by the prosecution over his revelation that he was with his wife and son at the kennels the night they were murdered.

The disgraced attorney admitted that he lied about not going to the dog facility, but maintained that he is innocent of their murder.

When quizzed by prosecutor Creighton Waters, Mr Murdaugh said he has been cooperative with the investigation.

"Very cooperative, except for maybe the most important fact of all, that you were at the murder scene with the victims just minutes before they died," Mr Waters remarked in response.

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