Was he considering leaving? “I think about it every day.”

Also on Wednesday, law enforcement officials — for the first time since the occupation started Jan. 2 — set up barricades and checkpoints on a two-lane road into the refuge where a few weeks ago, there were barely any vehicles. They vowed to stop and interrogate anyone who tried to enter or leave the Malheur, as most people here call it, saying that protesters who wanted to leave peacefully would be allowed to do so. They made it clear that the days when journalists could mingle freely with the protesters, and local ranch families could drop by with a batch of soup or just to chat, were over.

Around 10 p.m. Wednesday, the F.B.I. said that it had arrested three of the protesters at the checkpoints — Mr. Patrick, 43, of Bonaire, Ga.; Duane Leo Ehmer, 45, of Irrigon, Ore.; and Dylan Wade Anderson, 34, of Provo, Utah.

All had turned themselves in, officials said. They, along with the eight protesters arrested earlier, will face a federal felony count of conspiracy to impede officers of the United States from discharging their official duties through the use of force, intimidation or threats.

Dave Ward, the sheriff of Harney County, where the vast refuge covers almost 300 square miles of high desert sage, choked up with emotion Wednesday as he discussed the previous night’s bloodshed at a news conference. “It didn’t have to happen,” he said. “We all make choices in life, sometimes those choices go badly.” He and other officials said the group, led by the Bundy brothers, had only themselves to blame for what had happened.

But what could come next is a different question, and Harney County is holding its breath.

“It’s still not over,” said Oregon’s governor, Kate Brown, in a telephone interview Wednesday. “My top priority is to ensure the safety and security of the residents of Harney County, and obviously everybody is on pins and needles.”