As a rally outside of Police Headquarters in Alice Springs enters its third day, CLC chief Joe Martin-Jard and family members are demanding a swift inquiry, independent of the Northern Territory Police.

"We want full transparency, we want to see the body camera evidence, we want it out in the open," Mr Martin-Jard said.

He said elders in the community have called for the inquest to take place in the Indigenous community of Yuendumu, about 300km from Alice Springs, so people could share their own stories.

Youth worker and the council's deputy chair Barbara Shaw said the death of a teenager in custody has shaken the small town and will likely hinder relationships between police and the community long into the future.

"I'm a person who's supposed to be building the relationship between the police and our people but now I feel very disappointed," she said.

"We're all going to have to take the long road because if this can happen to a 19-year old this can happen to a little 13 year old who's walking the streets at night."

Little information has been released by police following the incident as a report is prepared for the coroner.

The investigation is being overseen by senior West Australian police officer and current NT Police Assistant Commissioner Nick Anticich.

NT Police say further independent oversight of the incident will come from the NT Ombudsman and the NT ICAC.

Chief Minister Michael Gunner addressed media yesterday to answer questions about the death.

"Front line officers are injured and a community is heartbroken," he said.

"Every Territorian deserves to be safe in their community, at work, and their home."

He said a thorough coronial investigation was a priority as well as supporting the remote town in "getting back to normal as soon as possible."

He said the health clinic, which medical staff had evacuated from following a recent spate of break-ins would be reopening from today. Schools would also likely reopen today.

Following the incident, police reported Mr Walker "lunged" at the officers allegedly armed with a weapon, but have not been able to relay any further information about the weapon used.

NT Police Commissioner Jamie Chalker has said the officer's use of a gun will be pivotal to the investigation and that he "understands" body worn camera footage exists.

"I can assure everybody in the Northern Territory this investigation will be done fully, appropriately and with independent oversight," he said.

"We will continue to engage with the community, we understand this is a highly emotive situation, and there is undoubtedly anger.

"I have worked in that region before, I understand the frustration, I have seen it first hand. I have every faith our officers on the ground will continue to build on the very longstanding, very positive relationships that have occurred with the Warlpiri in particular over many many decades."

The Independent Commissioner Against Corruption (ICAC) has received a formal report from NT Police and intends to examine three key factors which led to the death of the teenager.

"I am very concerned about this incident. It is traumatic for the community, and the fallout will reach all corners of the NT Police," Commissioner Ken Fleming said.

"We are conscious of the community's desire for an independent and thorough investigation that shines a light on the organisation as well as the actions of the officers involved.

"The ICAC intends to examine the factors which led to this situation arising, the actions and decisions of public officers from a range of agencies, and the organisational context in which these decisions were made.

"We anticipate that NT Police will, as a matter of urgency, provide the ICAC with full access to all available information relating to the incident in order for the ICAC to determine its legal obligations."

Meanwhile, the Northern Territory Police Association has condemned "irresponsible" social media posts in the wake of an active investigation.

NTPA President, Paul McCue, is in Alice Springs and says he has spoken directly with the officers involved in the tragic incident.

"It is incomprehensible that nothing more than inuendo and rumour is being posted on social media, while an active investigation is currently underway into the circumstances surrounding the shooting," he said.

"These officers are highly respected members of the police force and have served the community of the Northern Territory, including Central Australia, for some time.

"To brandish irresponsible language about those officers involved before knowing the facts is disrespectful to them and their families.

"They are brave officers whose job is to serve and protect the community, putting their life on the line every day in doing so."

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