It's in the Privy Council decision para 105
http://media.nzherald.co.nz/webcontent/document/pdf/201341/Lundy%20judgment.pdf

“I believed the Crown theory of the case, ie the around 7pm murders, was nonsense. I believed that a far more realistic theory was that the deaths had occurred after 11pm" a memo from Lundy's defence counsel (now a judge) to the Privy Council.