JACKSON - A college instructor suspected in the fatal shootings of a woman he lived with on Mississippi's Gulf Coast and a professor at Delta State University 300 miles away was still at large late Monday, but at some point was in contact with police and told them he's "not going to jail," authorities said.

During the first hours of the police search for suspect Shannon Lamb, terrified students and teachers hunkered down in classrooms for hours. The Delta State campus was put on lockdown as armed officers methodically went through buildings, checking in closets, behind doors and under tables and desks. The lockdown was lifted hours later, but security remained tight.

Investigators said Lamb, 45, is a suspect in the slayings of 41-year-old Amy Prentiss, who was found dead in the home she shared with Lamb in Gautier; and 39-year-old Ethan Schmidt, a history professor who was killed in his own office on campus in Cleveland, Mississippi.

Officers in the two cities said they had not uncovered a motive for either slaying.

Cleveland Police Chief Charles "Buster" Bingham said Lamb was considered armed and dangerous but was not believed to be on campus as of Monday evening, hours after Schmidt was slain.

Gautier Police Lt. Scott Wilson and another officer whose name was not given said during a news conference Monday in Gautier said they had spoken with Lamb.

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In the news conference broadcast on WLOX-TV, the unidentified officer said anyone coming into contact with Lamb should use extreme caution because police had spoken to the suspect and "he's made the statement that he's not going to jail."

He would not say when or how police spoke to Lamb.

Lamb received a doctorate in education from Delta State University in the spring of 2015, according to his resume posted on the university's website. He started working there in 2009 and taught geography and education classes, and volunteered with Habitat for Humanity, according to the resume.

Delta State President Bill LaForge said Lamb was teaching two online classes this semester.

Mississippi Highway Patrol spokesman Johnny Poulos said investigators were searching for a black 2011 Dodge Avenger that they believe Lamb was driving.

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The 3,500-student university in Cleveland is in Mississippi's flat, agricultural region near the Arkansas state line. It was first put on lockdown mid-morning amid reports of an active shooter. Everyone on campus was told to take shelter, away from windows.

Charlie King was in a history class down the hall from where the shooting occurred.

"A few minutes into the class, we heard these popping noises and we all went completely silent," he said.

Some people thought that it might be a desk or door closing or firecrackers, but King said he thought it sounded like gunshots. A few minutes later a police officer -- gun drawn -- burst into the windowless room and ordered everyone to get against the wall away from the door. Some people also hid in a storage closet, King said. The officer didn't explain what was going on, but King said the students understood.

"We put two and two together," he said. The professor gave the students chairs to throw if the shooter came in, said King's friend, Christopher Walker Todd.

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Eventually police ushered the students into another building and questioned them about what they'd seen and how many shots they heard.

Freshman Noah Joyner, 18, was in his dorm building when reports of an active shooter began to spread. He hunkered down in a bathroom and heard others desperate to get in.

"There were like people banging on the doors to have somebody let them in," said Joyner, a swimmer at the college. "It was pretty terrifying."

Charly Abraham was teaching a class of about 28 students at the university's Delta Music Institute when he and the students received a message through the university's alert system.

"Everybody's phone just sort of went off at the same time," Abraham said. Then a staff member came in and told them that the campus was on lockdown.

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"We discovered it was something very serious when we started getting text messages from people all over the world," he said.

Eventually, about two hours or so after the initial lockdown, about 25 heavily armed police officers swept through the building, Abraham said. All of the students were sent back to their dorms and other people such as faculty and students who live off campus were sent to the university's coliseum, Abraham said, though most were later allowed to leave.

The slain professor directed the first-year seminar program and specialized in Native American and colonial history, said Don Allan Mitchell, an English professor at the school, who called him "a gentleman in every sense of the word."

"Dr. Ethan Schmidt was a terrific family man, a good friend, a true son of Peabody, Kansas, and his beloved Emporia State University," he said.

One of his history professors at Emporia State University described him as one of the "brightest students" she'd ever taught.

"He was a super competent human being. He was president of his fraternity, in student government. He was an absolutely delightful student," said Karen Manners Smith.

King, one of the students in Jobe Hall when the shooting happened, attended the same Episcopal church as Schmidt. King was studying history, and Schmidt was his adviser.

"I looked up to the man," King said.