Rotorua police are continuing to investigate the death of Korrey Whyman who died after being shot last Sunday.

Whyman, 28, from Kawerau died on Wednesday, three days after she was found shot in a grey ute outside the Happy Angler Store & Takeaway near Rotorua in the early hours of the morning.

Detective inspector Lindsay Pilbrow said the family was devastated by her death and had now released a photo of her.

"Our investigation is progressing and we want to thank those members of the public who have come forward with information."

Pillbrow said police were still working to identify the person or people involved in the incident and were working through a number of lines of inquiry.

"We have been canvassing the area for CCTV and carrying out area inquiries.

"We continue to ask anyone with information to contact police quoting file number 220925/5119."

Twenty-eight year old Korrey Whyman died on Wednesday after being shot. Photo / Supplied

Pillbrow said police were particularly interested to hear from anyone who may have dashcam footage or were driving on the route of interest - SH33 between Rotorua Airport and Mourea.

Information can also be provided anonymously via Crimestoppers on 0800 555 111.

Police launched the investigation after Whyman was found inside the vehicle about 1.55am Sunday with a serious gunshot wound.

Pilbrow previously said the incident started on State Highway 33 near Rotorua Airport where a vehicle was following another vehicle firing multiple shots.

Whyman was in a vehicle that came to a stop at the store.

Friends of Whyman spoke to the Rotorua Daily Post this week and said they would miss her, and it was tragic: "Her babies are left with no mamma."