The latest update follows the release of chilling footage that showed a masked man standing at Nancy's front door and fiddling with her doorbell camera.
Strang, who opened fire inside a Canadian school, is seen wearing dark nail polish, red lipstick, and foundation, with long, messy hair falling over and obscuring his eyes.
Police said Jesse began identifying as female at the age of 12 and noted that officers had responded to multiple incidents at his home over the years related to his mental health.
The sheriff's office said the person is being questioned about Nancy's disappearance after the traffic stop in Rio Rico, a small border town just 16 miles from Mexico.