The puzzle only deepened when the authorities realized that the couple had been expelled from a nearby Buddhist retreat in which dozens of adherents, living in rustic conditions, had pledged to meditate silently for three years, three months and three days. Their spiritual leader was a charismatic Princeton-educated monk whom some have accused of running the retreat as a cult.

Strange tales come out of the American desert: lost cities of gold, bandit ambushes, mirages and peyote shamans. To that long list can now be added the story of the holy retreat that led to an ugly death.

The retreat — in which adherents communicate only with pen and paper — was designed to allow participants to employ yoga and deep meditation to try to answer some of life’s most profound questions. Mostly, though, it has only raised more questions.

When Ms. McNally and Mr. Thorson left the retreat on Feb. 20, after having participated for one year and one month, she had been its leading teacher. The monk who ran the retreat, Michael Roach, had previously run a diamond business worth tens of millions of dollars and was now promoting Buddhist principles as a path to financial prosperity, raising eyebrows from more traditional Buddhists.

He had described Ms. McNally for a time as his “spiritual partner,” living with him in platonic contemplation. What the other participants did not know is that before she married Mr. Thorson, Ms. McNally had been secretly married to Mr. Roach, in stark violation of the Buddhist tradition to which he belongs.

Even the manner in which Ms. McNally and Mr. Thorson left the retreat adds a fresh turn to an already twisty tale. It came days after she made a startling revelation during one of her lectures: she said that Mr. Thorson had been violent toward her, and that she had stabbed him, using a knife they had received as a wedding gift.

The authorities do not suspect foul play in Mr. Thorson’s death. Still, the events at Diamond Mountain University, as the place that hosts the retreat is known, have pried open the doors of an intensely private community, exposing rifts among some of Mr. Roach’s most loyal followers and the unorthodoxy of his practices.

In an interview, Matthew Remski, a yoga teacher from Toronto who unleashed a storm online after posting a scathing critique of Mr. Roach after Mr. Thorson’s death, described Mr. Roach as a “charismatic Buddhist teacher” whom he used to respect until his popularity “turned him into a celebrity” whose inner circle was “impossible to penetrate.”

Others spoke of bizarre initiation ceremonies at Diamond Mountain. Sid Johnson, a former volunteer who also served on its board of directors, said his involved “kissing and genital touching.” Ekan Thomason, a Buddhist priest who graduated from a six-year program there, said hers included drawing blood from her finger and handling a Samurai sword, handed to her by Ms. McNally.

“Should a Buddhist university really be doing such things?” Ms. Thomason asked.

Erik Brinkman, a Buddhist monk who remains one of Mr. Roach’s staunchest admirers, said, “If the definition of a cult is to follow our spiritual leader into the desert, then we are a cult.”

Mr. Thorson’s mother, Kay Thorson, hired two counselors about 10 years ago to pry her son away from Mr. Roach, who was trained under the same monastic tradition as the Dalai Lama. She recalled him as “strange,” someone who “sometimes connects, sometimes doesn’t, but who clearly connected with people who were ready to donate and adulate.”

The intervention — the term she used to describe it — offered only temporary relief. Mr. Thorson left for Europe for a time, but eventually rejoined the group.

“We learned of a possible offshoot to over-meditation, or meditation out of balance, or the wrong guidance in meditation; I don’t know the right word here,” Mrs. Thorson said in an interview. She recalled her son’s “compromised critical thinking, as far as making decisions and analyzing things,” and she feared Mr. Roach’s technique and guidance had pushed him there, but could not get him back.

Mr. Thorson and Ms. McNally, 39, married on Oct. 3, 2010, by the sea in Montauk, N.Y., almost three months before they left for the retreat and a month after Mr. Roach had filed for divorce from her. Ms. McNally and Mr. Roach had an old Dodge Durango, $30,000 in credit card debt and little else, according to the filing, in Yavapai County Superior Court.
 
Ms. McNally and Mr. Roach had shared a yurt in an earlier three-year retreat he promoted, in 1999, but swore they were celibate. The relationship nonetheless stirred reproach by Buddhist scholars, who urged him to renounce his monastic vows, and the Dalai Lama, whose office decried his “unconventional behavior.”

The marriage was a closely held secret. In writing, the only way he agreed to answer questions, Mr. Roach, who uses the title “geshe,” a type of doctoral degree in theology in the Buddhist monastic system, said he and Ms. McNally “come from strong Christian backgrounds” and “wanted to do a Christian partnership ritual at the same time we did the Buddhist one, at the beginning of our partnership.” (They were married on April 16, 1998, in Little Compton, R.I.)

He also said he wanted her to be “legally entitled” to his possessions if something happened to him. Their success seemed interdependent: They had written books together, given lectures around the world and were the forces behind Diamond Mountain.

In early February of this year, Ms. McNally and Mr. Thorson received a letter from Mr. Roach and the five other members of Diamond Mountain’s board of directors, demanding explanations for the violence and stabbing she had discussed in her lesson. There was no reply. In a letter she posted online — which she wrote after their departure from the retreat, though before Mr. Thorson’s death — Ms. McNally described it as an accident by a novice martial-arts practitioner rehearsing her moves.

The board’s president, Rob Ruisinger, said in an interview that Mr. Thorson had been stabbed three times in the torso, and that one of the wounds had been sutured by a medical professional who is among the retreat’s participants.

Ms. McNally and Mr. Thorson were given five days to leave. Instead, they departed without notice.

In her letter, she said they simply were not ready to go back into the world, so they decided to “go camping in the cow-herding land” next to Diamond Mountain “to get our thoughts settled.” When people came looking for them, they clambered uphill, she wrote, to the cave where Mr. Thorson would die. Some of the retreat participants would leave water for them, knowing they were still around. She told the authorities that at some point, she fell ill, he fell ill and they grew too weak to fetch it, said Sgt. David Noland, the search-and-rescue coordinator for the Cochise County Sheriff’s Office.

On April 22 at 6 a.m., Ms. McNally sent a distress signal to Diamond Mountain from a portable transmitter she had been carrying. Three of Diamond Mountain’s caretakers set out to look for her and Mr. Thorson, but could not find them. Around 8 a.m., the caretakers called 911.

Mr. Thorson was cremated in nearby Willcox on April 26. His mother said it was the last time she saw Ms. McNally, who could not be reached for comment.

The retreat is set to end on April 3, 2014. Of its original 39 participants, 34 remain.