Dunn, whose daughter has been missing since Dec. 27, said she was prescribed anti-anxiety medication, and having them in her system was why she was denied the first attempt at taking a voluntary polygraph.
An affidavit signed by Mitchell County Judge Ray Mayo described the first attempt as being prohibited because she was "under the influence of narcotics."
Dunn also showed KTAB's Priscilla Luong a bottle of prescription pain medication that she was taking for a bad tooth.
The affadavit also states that Dunn and Adkins made $140 worth of cash withdrawals on Dec. 27, and that Dunn voluntarily admitted that "the money was used to purchase illegal narcotics from a person in Scurry County, Texas" for use by Adkins and herself.
Billie told Luong that they were simply out of cash that day.
Dunn explained to Priscilla that she had been questioned for 10 hours and repeatedly asked if she know what led to the disappearance of her daughter. At a certain point, Dunn said she felt they weren't getting any closer to finding Hailey at that moment, and since it was after midnight, she decided to call it quits.
Regarding the New Years Eve party that the affidavit describes, Dunn said family members decided to come up for the weekend since Hailey had still not returned. She said she wasn't even aware it was New Years Eve; she was just at home with family.
Dunn said she believes anything is possible at this point, including the possibility that Shawn Adkins was involved, and said she has spoken to him over text messaging.
Family members of Adkins told Luong this afternoon that there would be no comment. They also said he is being represented by an attorney.