Ms Wran was understood to be speaking to police at Cabramatta Police Station.
Police said they arrested a 26-year-old woman and a 35-year-old man in Liverpool on Thursday afternoon.
The 35-year-old man is at Liverpool police station.
The arrest follows a man being arrested and charged with the murder of a man on Wednesday over the double stabbing that left one man dead on Sunday night in Redfern.
Lloyd Edward Haines has been charged with murder, attempted murder and aggravated break and enter.
Haines, 29, did not apply for bail when his matter was mentioned at Parramatta Local Court on Wednesday.
Bail was formally refused.
It comes after the 42-year-old victim, who is in hospital in a stable condition, told police that the attack had been carried out by three people in their 30s and 40s.
Neighbours reported hearing screams and yelling.
Haines was arrested on Tuesday.
A state funeral was held for Harriet's father Neville Wran on May 1 in Sydney.
Mr Wran was the premier of NSW between 1976 and 1986.
Investigators earlier said they wanted to speak to anyone who has information about a red 1998 model Toyota sedan with NSW registration plates VFP-141 as officers believe it may be linked to the murder.
Superintendent Luke Freudenstein on Monday said the attack, while not pre-meditated, wasn't random either.
"I want to let the community know that Redfern is a safe place and murders such as these are few and far between," he said.
Haines is due to reappear at Central Local Court on October 9.
Share
