Jeremiah "Shawn" Duffey allegedly inappropriately touched a juvenile girl he coached, just weeks before police say he killed his influencer wife, Sara Gilson, and himself in a suspected murder-suicide ... and cops say Duffey was the subject of multiple state investigations involving the same alleged victim.

According to police documents, obtained by TMZ, the player and a parent reported Duffey to Owasso Police on June 9 ... about an hour after the alleged incident at an Oklahoma elementary school.

Police say another coach witnessed Duffey allegedly touching the girl, immediately intervened, and alerted her parent. Duffey allegedly fled the school before officers arrived and was not seen by Owasso Police afterward.

The documents say investigators learned of similar acts toward the same juvenile in multiple law-enforcement jurisdictions across several states. Police listed the alleged crime as lewd molestation of a minor.

Because Duffey was a member of the Osage Nation and the alleged incident occurred in Indian Country, police say the case was sent to the U.S. Attorney's Office for review under the Federal Major Crimes Act.

Police say Gilson -- Duffey's wife at the time -- was contacted during the investigation and given information on seeking an emergency protective order, which she later obtained against Duffey.

As TMZ previously reported ... Gilson and Duffey were found dead from gunshot wounds inside her Oklahoma home on July 23 in what cops say appeared to be a murder-suicide.

TMZ obtained dispatch audio from the night of the shooting ... with a dispatcher reporting a woman could be heard screaming and crying before a loud bang.

Duffey's ex-wife later told TMZ his alleged actions were shocking, but not surprising ... claiming he had threatened her throughout their relationship. She also said his daughters refused to see him after the allegations involving the basketball player surfaced.

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Less than two weeks before her death, Gilson posted a TikTok calling her soon-to-be ex-husband a pedophile and adding, "I wish I was joking."

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