All were pronounced dead at the scene and an investigation is ongoing, police said.
Dorset Fire and Rescue Service said crews would stay at the scene overnight and an investigation has been launched.
Officers from the force's serious collisions investigation unit closed the road at the scene, near Longbridge Wharf, for several hours.
There is an internal investigation underway into what action police at the scene took.
Four inspectors from the Air Accidents Investigation Branch (AAIB) are at the crash scene carrying out an inquiry.
Crash investigators from the Air Accidents Investigation Branch (AAIB) have been at the scene and the wreckage of the aircraft has now been removed.
The lid of a pressure cooker thought to be used in the device was found on a rooftop at the scene, a federal law enforcement official with firsthand knowledge of the investigation told CNN.
Mr. Botha admitted in the bail hearing that he didn't wear protective foot gear at the crime scene, mistakenly called a herbal remedy "testosterone" and said his investigation team missed a bullet cartridge in the toilet bowl.
Det Botha, the first officer to arrive at the scene of the Valentine's Day shooting, was accused of mishandling the investigation after he amended his testimony during fierce questioning by Mr Pistorius's defence lawyers in last month's bail hearing.
Earlier, Simpson's attorneys kept chipping away at the actions of retired Los Angeles Police Detective Philip Vannatter during his investigation of the crime scene.
But when cell phone pictures later were provided to the U.S. military showing dozens of bodies at the scene of the strike, McKiernan asked U.S. Central Command to review the initial investigation.
CNN: U.S. vows to 'back off' if fighters use Afghan civilians as cover
The three weapons found at the scene of the shooting were legally purchased by his mother, a law enforcement official familiar with the investigation told CNN.
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