State police are investigating the shooting of a mother and her baby in Calais. Police say Megan Sherrard never showed up for a doctor’s appointment for her son, 6-week-old Luca, on Wednesday. Sherrard’s car was found in the parking lot of the doctor’s office. Her father called police, saying he was scared for his daughter. Detectives say it appears likely that Daniel Pinney, 26, “confronted Sherrard in that parking lot and forced her to return with him to his house.”Pinney was the father of Sherrard’s son. According to a press release from the Maine Department of Public Safety, Pinney was out of jail on bail for a domestic violence threatening charge against Sherrard. Part of Pinney’s bail conditions were that he could not have any contact with her. Police say Sherrard filed a protection order from harrassment and abuse against Pinney on June 11. Pinney was shot and killed by Calais police officers shortly after they got to his house Wednesday night. Police say two officers shot at Pinney as Sherrard and the baby were trying to get out of the house. An officer was grazed by a bullet and is ok. The state police investigation is focused on the shooting of Sherrard and the baby. Sherrard has multiple gunshot wounds and the baby was shot in the foot.