According to the source - a long-time member of New Life Church where the second shooting took place - Murray had a falling out with Youth With a Mission (YWAM) after working with the organisation a couple of years ago. He sent antagonistic and threatening correspondence afterward, CNN reported.
YWAM's missionary training centre in Arvada, Colorado, was the site of the first attack.
Murray, 24, shot two people dead at the centre and wounded two others, then drove to New Life Church in Colorado Springs - about 80 miles south of Arvada - where YWAM has a satellite office, the source told CNN.
New Life worshippers had just ended an 11:00am service when Murray arrived. He threw a smoke grenade into an area where some people were gathered after the service, and then got in his car and drove around to a different church entrance where he fired into a car.
He killed two teenage girls, Rachael Works, 16, and Stephanie Works, 18, and wounded their father, David Works, 51, the source said.
A church security guard confronted him and shot him. Murray died at the scene.
The 10,000-member church had beefed up security that day after hearing about the shootings at the Denver area mission centre. New Life's senior pastor, Brady Boyd, said the gunman was unknown to parishioners there.
One church member, Tom Doyle, recalled seeing the gunman in a black coat as he was leaving the church after service.
"There were so many people walking through the parking lot, going to their car ... and I remember seeing someone that I thought 'well, that's kind of unusual,'" Doyle told CNN.
Doyle said the suspect had "looked a little out of place".
The attack on New Life's worshippers has come as a devastating shock to the prominent megachurch. The church had been recovering from last year's alleged sex-and-drugs scandal between the church founder and head pastor, the Rev Ted Haggard, and a male prostitute and was on a "new course" with their new senior pastor, the Rev Brady Boyd.
"Everybody's just so happy about the direction ... of the church and really excited," Boyd previously told CNN.
Sunday's shooting came "clear out of the blue", Doyle said.
"The amazing thing is ... look how God was preparing the church for this," Boyd highlighted. "Pastor Jack Hayford (The Church on the Way in Van Nuys) had just spoken from California and he talked about giving your fears over to God and not being afraid and giving them all over to Jesus.
"And then minutes later, this arose."
Police are still investigating links between the two shootings and have yet to release details.
"Until we have evidence which conclusively ties these two events together, Arvada police will continue to follow all leads," Arvada Police Chief Don Wick said.
The earlier incident at the YWAM centre occurred at about 12:30am Sunday. YWAM director Peter Warren said the suspect asked whether he could spend the night at the centre's dormitory. When told he could not stay, the man opened fire and then left on foot, Warren said.
Witnesses had described the gunman as a 20-year-old white male, wearing a dark jacket and skull cap.
The victims of the shooting in Arvada were identified as Tiffany Johnson, 26, and Philip Crouse, 24. Both died in surgery after the shooting. Two other wounded victims surviving the first attack are Dan Griebenow, 24, who remains in a critical condition, and Charlie Blanch, 22.
YWAM - which has 1,100 locations - trains people ranging from their late teens to their seventies in a 12-week course that prepares them to be missionaries. The Arvada centre trains about 300 people a year.