It comes from a letter written by Thomas Halman or Holman, Jr, one of the guards, to a George Weston on 30 July 1844 (about a month later). The letter is in the Special Collections of the Newberry Library in Chicago. I have been unable to find a digitized copy of this letter anywhere online, with the only quotation from it being that when Halman was concerned about the approaching mob, Joseph said "Don't trouble yourself ... they have come to rescue me." Nothing else of the letter seems to be easily available, and most of the references to it are erroneously citing the wrong book by Dr. D. Michael Quinn with the wrong date (it comes from his "Origins of Power" book, page 141).
So, it seems reasonable to accept the source as it is a first-hand account written within a short time frame of the event. However, all we have currently (until someone decides to digitize the letter) is these few words from it.
Edit: I was incorrect with my assumption that the author of the letter was one of the guards. I've been unable to determine the names of the guards at Carthage that day, so the letter does not represent a first-hand account, as I thought, but instead represents what was being commonly relayed by local residents of Carthage at the time. I found a larger quotation in an article from the 1995 JWHA journal (https://drive.google.com/file/d/1sv9HIDgATUM7tPxlbd-UcX7uvIV... page 26). It seems the author of the letter is trying to simply relay all of the known information about the attack and murder of the Smiths.
So, it seems reasonable to accept the source as it is a first-hand account written within a short time frame of the event. However, all we have currently (until someone decides to digitize the letter) is these few words from it.
(Link to a 1966 bibliography that lists the letter's existence and location in the Newberry Library: https://www.siue.edu/lovejoy-library/tas/Kimball_Sources.pdf page 20)
Edit: I was incorrect with my assumption that the author of the letter was one of the guards. I've been unable to determine the names of the guards at Carthage that day, so the letter does not represent a first-hand account, as I thought, but instead represents what was being commonly relayed by local residents of Carthage at the time. I found a larger quotation in an article from the 1995 JWHA journal (https://drive.google.com/file/d/1sv9HIDgATUM7tPxlbd-UcX7uvIV... page 26). It seems the author of the letter is trying to simply relay all of the known information about the attack and murder of the Smiths.