"We are just asking for a truthful answer. Why our son was killed," Henry said.
Twenty-year old Danroy Henry Jr., DJ as he was known, was a student at Pace University. He was shot and killed by police in Thornwood on October 17 as he attempted to drive away from a chaotic situation outside a sports bar.
Justice Department officials will only say they are monitoring the investigation.
"Disappointed, because they have not heeded our request to intervene," Henry said.
After not being able to meet with justice officials, arm in arm the Henrys walked through the halls of Congress for a meeting with Massachusetts Senator John Kerry. The Henrys are from Massachusetts.
"I am sorry you have to go through all of this, chasing what you are chasing," Senator Kerry said.
They believe it is necessary to chase the answers and take this call for an independent investigation to a higher level.
"We will do all that we can. Any other parent would do the same. That's what we're going to do," Angela Henry, the victim's mother, said.
They also met with Massachusetts Senator Scott Brown, who promised to also monitor the case.
They met with staff members from the offices of New York Senators Schumer and Gillibrand too.
Even for DJ's brother Kyle and sister Amber, this journey was made in their brother's memory.
"We have to do what we have to do," amber said.
Henry lawyer said on Wednesday that an independent blood test confirmed that Danroy Henry Jr. had an alcohol level above the legal limit for driving, but also said it does not prove he was drunk when the confrontation occurred.
The lawyer, Michael Sussman, said a lab hired by the family of Danroy Henry Jr. tested blood drawn during Henry's autopsy and found an alcohol level of 0.128 percent. The legal limit for driving is 0.08 percent.
In a story first reported by Eyewitness News on 7online.com, a law enforcement official familiar with the investigation said last month that the level was 0.13. Henry's parents, Danroy and Angella Henry of Easton, Mass., criticized that disclosure at the time and remain "not at all" convinced their son was drunk, Sussman said.
"The information we have is that he was totally functional and coherent in the period before and we have no indication he was impaired from anyone we've talked to," Sussman said during a telephone news conference yesterday.
He said the tests showed no "licit or illicit" drug use.
Sussman said that on Sunday, some family members and others would take part in an "educational forum" at a church in White Plains and then hold a protest outside the Westchester County Courthouse.
(The Associated Press contributed to this report.)