As King spoke about the interview with her colleagues on CBS This Morning, she revealed that Kelly was nearby when she spoke to spoke to Savage and Clary, and that he kept coughing "very loudly" from around the corner in an apparent effort to alert them of his presence.
But Clary said she never wanted to be a singer, and her parents forced her to pursue it, which made her so distraught she wanted to kill herself at one point.
Kelly told King that Joycelyn Savage, 23, and Clary are his "girlfriends".
Last month, his attorney Steve Greenberg cited "mismanagement", "hangers-on" and "bad deals" as some of the reasons Kelly "really doesn't have any money", CNN reported.
Savage and Clary said they were both "absolutely" in love with Kelly and the pair said their families should not be concerned.
The attorneys for both families say they have never asked for or received any money from Kelly. The family members said they had not spoken to Joycelyn Savage in two years and she is being held against her will. "How come it was OK for me to see them until they weren't getting no money from me?" he said.
Thursday is the second day of bombshell interviews surrounding the R. Kelly sexual abuse investigation.
Dead man linked to stabbed Sydney dentist
An Indian origin dentist in Sydney , who had been missing since Sunday, was found stabbed to death Tuesday night, police said. She told her family she would head home after a late breakfast, and when she failed to return, her family contacted police.
It was first teased Tuesday night and aired in part Wednesday morning.
Kelly was just taken back into custody for unpaid back child support today and won't be released until he pays about $161,000.
During the interview, Kelly insisted he was innocent, telling King he was being "buried alive" and "assassinated".
"When I first met Robert, my parents told me to lie about my age", she said.
"I was so exhausted of not knowing where my money was, where my publishing is", Kelly said.
Kelly acknowledged in the interview that he had done "lots of things wrong" when it comes to women, but he said he had apologized.
While Kelly was waiting for that to happen he was indicted on 10 counts of aggravated criminal sexual abuse - a class 2 felony - involving four alleged victims. The singer has denied wrongdoing and pleaded not guilty.
Kelly addressed the allegations with King on Tuesday, which he denied by suggesting they were simply "not true". Surprisingly, TMZ is reporting that despite the turmoil, the door is still open for reconciliation, although I gather, the conversation only starts once R Kelly meets those child support requirements.