During a high-speed chase before their car crashed, Ryan Dougherty was behind the wheel, and Dylan Dougherty Stanley was firing an AK-47 at pursuing officers and their vehicles, Lee Grace Dougherty told authorities, according to a second affidavit filed by Mohr. The three siblings, arrested Wednesday after a high-speed chase by police resulted in the crash of the Doughertys' vehicle on a rural Colorado highway, had their first court hearing Thursday in Pueblo, but the three waived their right to appear, according to CNN affiliates KGTV and KUSA. Bond was set Thursday at $1.25 million for each of them, according to CNN affiliate KUSA. Their next court appearance was set for Aug. 15 at 10 a.m. Their next court appearance was set for Aug. 15 at 10 a.m. Court Documents: Lee Grace Says They Weren't Trying To Hurt Anyone Lee Grace was shot in the leg by Walsenburg, Colo., Police Chief James Chamberlain after she pointed a machine gun at him, according to the affidavit. "I deserved to get shot," Dougherty, 29, told authorities, according to Mohr's affidavit. (CNN) -- Just before she and her two brothers were captured after a manhunt lasting more than a week, Lee Grace Dougherty pointed her machine pistol at a Colorado police chief, but the chief fired his .40-caliber handgun first, wounding her in the right upper thigh, according to an investigator's affidavits released Thursday. "We weren't trying to hurt anyone; we just wanted them to get back," Lee Grace Dougherty told investigators after her arrest. "They were way back, and we could barely see them. We were getting shot at ... then we wrecked," Lee Grace said, according to the arrest affidavit. However, the Colorado State Patrol said no shots were fired at the Doughertys' car and that they may have mistaken the sounds of the stop sticks deflating their tires as gunshots, according to the arrest affidavit. Once the car crashed, Lee Grace scrambled out and was going over a guard rail with a machine pistol in her hand, when Chamberlain ordered her to drop her weapon, the affidavit said. Southeast's Daugherty siblings caught in Colorado 
 
 When she was shot, "instantly, I let go of the gun," Dougherty told the FBI. Ryan ran off and Dylan stayed in the car and was arrested without incident. (I) didn't shoot at any cop in the state of Colorado," and that her brother Ryan was driving and "a person can't drive and shoot at the same time." Authorities recovered a MAC-11 machine pistol, two AK-47 assault rifles and a handgun at the crime scene, according to the affidavit. Colorado authorities said the trio spent Tuesday night in the San Isabel National Forest, about 10 to 12 miles west of Colorado City. On Wednesday, witnesses spotted the suspects near Colorado City and called 911, said Colorado State Patrol Trooper Heather Cobler. Their car crashed into a highway guardrail during a chase that reached up to 120 miles per hour, the affidavits said. The three were wanted in an armed bank robbery in Georgia and were suspects in the attempted murder of a Florida police officer. CNN's Deanna Proeller contributed to this report.
– The female member of the fugitive siblings glorified as the Dougherty Gang doesn't sound too upset she caught a bullet in the thigh: "I pointed the gun at the cop," Lee Grace Dougherty told authorities, according to KMGH in Denver. "I deserved to get shot. The cop said drop the gun." The comments were revealed in court affidavits as she and brothers Ryan and Dylan made their first court appearances by video. They are each being held on $1.25 million bond and will eventually face a long list of charges from their cross-country dash. As for firing at pursuing Colorado troopers with an AK-47: "We weren't trying to hurt anyone, we just wanted them to get back," she told investigators. "They were way back, and we could barely see them. We were getting shot at, then we wrecked." An investigator inserted a note in the file saying police never fired at the car and suggesting that Dougherty confused the sound of the car running over spiked speed sticks with gunfire, notes CNN. She claimed she didn't do the shooting (at least in Colorado) and that Ryan was driving, and "a person can't drive and shoot at the same time." Which means big sis ever so tactfully pointed the finger at Dylan. (Click to read what mom thinks about the whole ordeal.)