He thought tunnels were being dug under his 2,000-acre estate in Newtown Square, Pennsylvania. He swore ghosts lived in his walls. And he began insisting people call him the Dalai Lama.
That wasn't all.
"One particular day, John came driving through our property at a ridiculous speed," Nancy Schultz, who lived on the estate for seven years while her husband trained for the Olympics, tells PEOPLE. "I had a six year old and a nine year old who often played around the house. He just came barreling down at like 50 m.p.h. in our driveway, which was not a thoroughfare and I just thought, 'Somebody is going to get hurt.' "
Nancy went to her husband, Dave Schultz, about her concerns, but he convinced her to stay at least until the Olympic trials were over that June.
"We just never thought he was going to be dangerous," she says. "I just thought he might accidentally run over somebody."
But at around 3 p.m. Friday, January 26, 1996, du Pont pulled into the driveway of their home and opened fire on Dave as he walked out of their home.
Nancy heard the gunshots and rushed outside to her husband's side as du Pont sped away.
A new documentary, Team Foxcatcher, which premieres on Netflix Friday, revisits Schultz's shocking murder.
In the film, Nancy says, "I just remember rolling him over, and he was doing his thing he used to do when he was training really hard ... like he was trying to keep himself alive.
"And I said, 'I love you,' and I gave him a kiss on the forehead and he died. He died right then."
In the immediate aftermath of Dave's death, those moments haunted her. But, she tells PEOPLE, "As time went on I was just glad I was there with him when he died."
New Documentary a Tribute to Dave SchultzIn the 1980s, du Pont built a world-class training center for Olympic wrestlers on his estate, which he named "Foxcatcher." He gave the wrestlers and their families homes on his estate and paid them a salary. Dave Schultz was the star and became close personal friends with du Pont. As the eccentric millionaire's paranoia increased, his behavior became more erratic and his ire focused on Dave, culminating in his murder.
du Pont was convicted of third-degree murder (he was ruled mentally ill but not insane) and died in prison at age 72 in 2010.
Nancy, who remarried last year, says she long ago forgave du Pont.
"I wanted to focus on the positive and moving forward with life," she tells PEOPLE. "I never wanted to spend too much time focused on John du Pont. He was a sick man and a sad pathetic person. I was not going to waste my efforts focusing on him."
Nancy began working on the documentary after du Pont died in 2010. A real-life version of the 2014 movie Foxcatcher, the film is a loving tribute to her late husband, one she hopes tells people who he was. Their children, Danny, now 27, and Xander, now 30, are in it as well.
"Dave was just such an amazing person," she says. "I didn't want him to get lost in the way that he died. I wanted to keep his memory alive."
Courtesy The Schultz Family
"It was very emotional," she says. "It was such a hard time. Not only did Dave pass away, but within two days, the employees who I knew well told me I had to get out immediately.
"Of course I wanted to get out as fast as I could ... but it was really eye-opening and it was part of the process of realizing that some of the people were going to stay loyal to du Pont even though he just murdered their friend."