A massive search is under way for a man who allegedly shot dead three people including a pregnant woman in a suspected domestic violence-related murder spree.

Sophie Quinn, 25, is among those killed in the isolated town of Lake Cargelligo in western NSW on Thursday afternoon.

More than 100 police including tactical response officers have been deployed in search of the gunman, urging the town’s 1100 residents to stay indoors and report anything suspicious.

The prime suspect is a man known to Quinn, Julian Ingram.

“Community safety is the paramount concern,” Assistant Commissioner Andrew Holland told ABC on Friday.

“Please do not approach him. He is considered armed and dangerous.”

The 37-year-old suspect, also known as Julian Pierpoint, had a history of domestic violence, police said.

Quinn, who was pregnant, and her friend John Harris, 32, were killed when bullets were fired into their vehicle about 4.20pm on Bokhara St.

Shortly after, Quinn’s aunt, Nerida Quinn, 50, was shot dead at a home in nearby Walker St.

A man, 19, was also shot at the home but survived and is in hospital in a serious but stable condition.

Ingram was named by police on Friday morning as the suspected murderer and a warrant for his arrest was issued.

How he was able to access firearms without holding a gun licence is under investigation.

Ingram was last seen driving a Ford Ranger ute with NSW registration DM-07-GZ.

The car has council signage, a metal tray back, high-visibility markings on the side and an emergency light bar on the roof.

Anyone who sees Ingram is urged not to approach and contact triple zero immediately.

Defence Force and the police air wing flew specialist officers into the town overnight including negotiators, homicide detectives and those trained in tactical operations.

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A staff member at the Commercial Hotel in the centre of town, who did not wish to be named, said there had been a lot of police activity after what they believed was a shooting in a house.

“I’m just inside, trying to not be around,” they told AAP.

A manager of a local motel said it was “a little bit scary” in the town.

Independent member for Barwon Roy Butler described the situation as “tragic news”.

“It’s a terrible situation and it’s still live, so we don’t have much information. My thoughts are with the victims and their families,” he said.

“As there has been a number of shootings and the offender has not been detained, please stay indoors until the advice changes.”