Roux denied the allegation, saying Pistorius, once granted bail, would not flee the country.
In a related development on Thursday, National Police Commissioner Riah Phiyega appointed the country's "top detective" Lieutenant General Vinesh Moonoo as the new lead investigator in Pistorius' murder case.
Moonoo replaces initial investigator, Hilton Botha, who was facing attempted murder charges himself.
During the dramatic day of hearing, the court heard that Botha was also charged with attempted murder.
Botha is facing seven charges of attempted murder for allegedly firing shots at a minibus taxi carrying seven occupants. Botha allegedly was drunk at the time of the incident.
Botha told the court that the incident, which took place in December 2011, was as a result of his investigation into another murder case.
He said he fired shots at the taxi after it "tried to push us off the road" during a pursue of a murder suspect.
The matter was on the court roll until March 2012. It was then withdrawn, but was reinstated on Wednesday.
Botha said: "I don't understand why the case was reinstated. I can only think this is linked to my work on Oscar Pistorius."
Botha testified at the Pretoria Magistrate's Court on Wednesday in Pistorius's bail hearing, insisting that Pistorius knew he was firing at his girlfriend Steenkamp the night she was killed in his house.
The policeman also testified that they have found a box of the male hormone testosterone and hypodermic needles at Pistorius's home.
Pistorius' lawyer rejected the allegations.
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