The lawyer was killed while packing up his office on his last day of work.
"This is not a random act," Yuma Police Chief Jerry Geier said. "These victims were targeted."
Yuma County Sheriff Ralph Ogden said the first was reported shortly after 5 a.m. The person injured in that shooting was in critical condition at a Phoenix hospital.
The bodies of four other victims were found within two hours later Thursday morning in areas of Yuma County. It was unclear when the fifth victim was found dead.
Police found Dyess' body at 10:47 a.m. in a vehicle near Wellton, about 25 miles east of Yuma, Ogden said.
Prominent attorney Jerrold Shelley was killed in his downtown law office. Shelley represented Dyess' ex-wife in their 2006 divorce, which was Dyess' fifth.
Vida Florez, a Yuma attorney who knew Shelley, said she learned of the shooting after leaving court. She said she heard from a witness who spoke to the police about what happened inside the office.
"They said the shooter came in and told the secretary to `Get out of here,"' Florez said. "She did, and he shot Jerry Shelley and he left."
Shelley also was one of the lawyers representing seven young men -- three sets of brothers -- who sued the Roman Catholic Diocese of Tucson after accusing a priest of repeatedly raping them when they were children.
A man and woman were found dead in a small farm house outside the nearby town of Wellton, said Yuma police Sgt. John Otero. The tree-shaded home was set back about 100 feet from a highway, with a cow pasture in front.
The downtown shooting prompted officials to block off a street and to lock down the nearby county courthouse and some schools. Those buildings were later reopened.
Court records show Dyess was involved in two civil court cases, one in Yuma and one in Wellton. A judge issued an order of protection against Dyess in one of the cases in 2006, and a court clerk said it stemmed from Dyess' divorce. No information was immediately available on those cases.
Court records also show the 2006 divorce was Dyess' fifth, with the previous four divorces all in Washington state.
Yuma attorney Amanda Taylor described Shelley as a good man who was dedicated to his Mormon beliefs. She said Shelley's wife also worked in the office, and that they have two grown children.
"This is very frightening" she said. "You know, family law, that's some of the most dangerous law to practice because it's so emotional, but it's usually the younger ages when it's about custody issues."
She said Shelley was wrapping up a long career.
"He was retiring. He literally was packing up his office today," Taylor said. "He was an excellent family man. Well-respected in this community. Very kind. I'm just sick. I've lost such a good friend."
Others in Yuma expressed similar feelings of grief, with Mayor Al Krieger calling the shootings a tragedy for the victims and their families.
"It's one of those things where someone went and did something very, very foolish," Krieger said. "I'm sorry for the loss of life."
Yuma County Presiding Judge Andrew Gould issued a statement through the Arizona Supreme Court saying officials were "thankful that those within the courthouse are safe," but shocked and saddened at the violent acts that occurred in the close-knit community.
Gov. Jan Brewer said she was "horrified" at the news and expressed sympathy for the victims' families.
"Many questions remain unanswered at this point, but I know that law enforcement and investigators will be working to piece together this tragedy in the days ahead," she said in a statement. "In the meantime, this cruel violence has left a void in our hearts."