PORTLAND, Ore. — Still carrying a copy of the U.S. Constitution in the pocket of his jail scrubs, Ammon Bundy said during a jailhouse interview Tuesday night he'd heard the news about federal officials investigating some of their own in the LaVoy Finicum shooting.

He said it is an indication that the government's story is starting to unravel.

"We have been very consistent with what we were doing, why we were there, what we were standing for, what our demonstration was about and how we were there for peace, and that they continue to escalate force upon us, until they ended up killing somebody," he said.

The comments from the leader of the armed protest at the Malheur National Wildlife Refuge came after authorities announced earlier in the day that FBI agents who were involved in the Jan. 26 traffic stop that ended in the death of Finicum were under investigation because they did not disclose they fired shots that missed him.

Oregon State Police fired the fatal the shots that killed Finicum after officials said he repeatedly refused to obey their commands and reached for his weapon. Authorities also said during the news conference that the actions of the state troopers were justified in the shooting.

Bundy and other occupiers were arrested as part of that traffic stop. They had been occupying refuge buildings since Jan. 2.

WATCH: Full video of inside LaVoy Finicum's truck on day of shooting

He and the other defendants have a court hearing Wednesday morning where the government may request a gag order, preventing them from talking about the case. For Bundy, it's another indication the feds have too much power.

"This gag order seems to be an effort for the government to say, 'Hey, look, we can say what we want to say, but Ammon and anybody on that side can't.'"

Bundy remained steadfast that he has broken no laws.

"Lawfully, we were very right," he said.

He said the most he should've been charged with is trespassing.

But has it all been worth it? He said the hundreds of letters of support he has received have reminded him that it has.

And does he feel responsible for his father, Cliven Bundy, who was arrested after traveling to Oregon to support his son? Ammon Bundy said it was the best time for that because people were watching.