After Gallatin, the situation of the boys became perilous, for although their denials and the affidavits which they were able to procure, served to convince their friends that they were not at Gallatin; still the conviction had grown and deepened that they were concerned in the robbery, and that they had aided and abetted those who committed the crime, even if they were not present in person. Immediately after the perpetration of the outrage, Jesse W. James wrote a letter on behalf of himself and his brother Frank, offering to surrender to the officers of the law and submit to a trial, on condition that the Governor should guarantee them against the chances of mob violence and lynch law in Daviess county. After examining all the papers in the case, and the facts submitted to him, Governor McClurg declared that he did not believe the boys had anything to do with the robbery, and was fully convinced that they could not have been personally concerned in it. This had the effect of quieting the suspicions of many persons, but there were others who still cherished the opinion that they were the instigators of the robbery, and had aided the perpetrators in concealing themselves, and had doubtless shared with them the booty which they had secured. In subsequent years this opinion grew into a conviction, and now many believe that it was Frank James' pistol which proved fatal to Captain Sheets. Be this as it may, the people of Daviess county were aroused, and many of the citizens of Clay county also, indeed all Northwest Missouri was excited. This led to a systematic and persistent attempt to arrest Frank and Jesse James, the generally recognized leaders of the lawless elements of the State. Among those who firmly believed in the guilt of the James boys, was Captain John Thomason, of Clay county, Missouri, a citizen well known and highly esteemed by the people of the county. Captain Thomason had served during the war on the Confederate side, and was known as a man of unimpeachable courage. The war over, he returned to his home, and settled down to peaceful pursuits, with an earnest zeal to repair the losses sustained during the war. He had been sheriff of Clay county at one time, and was an outspoken friend of submission to law. He disapproved of the conduct of the James boys, and believed that they ought to be arrested and tried for their misdeeds.