She was later released on bail.
On Friday (local time), the High Court revoked Thabane’s bail after police challenged an earlier ruling, saying she could be a flight risk.
The appeal also included witness testimony saying they feared for their lives if she was released on bail.
Deputy Commissioner of Police Paseka Mokete said officers went to Thabane’s home to inform her of the court’s decision and re-arrest her, but she was not there. The former first has still not been found.
“We need to arrest her so that she could apply for a bail while in detention,” Dep. Comm. Mokete said.
The former prime minister is also under investigation for the murder.
He stepped down on May 19 after growing calls for his resignation amid the investigation.
Lipolelo Thabane was gunned down in 2017, with Maesaiah and Thomas Thabane marrying just weeks later.