Fellow inmates at Rangipo Prison near Turangi were supportive of his legal bid, said Jones.
"He said all the guys in there are asking him all sorts of questions - like 'what are you going to do when you get out'? They are all positive and supportive."
Christine Lundy's brother Glenn Weggery has previously said he was upset by the Privy Council appeal, which had brought back all of the nightmarish memories of discovering the bodies.
Geoff Levick, a retired businessman who has supported Mark Lundy since 2003, said Lundy was in good spirits ahead of the bid. They had been talking every second night in the lead-up to the hearing.
"I mean, you put yourself in his position. He has been sitting in jail for nearly 10-11 years and now he has got this hearing. They are either going to cut his head off or give him a suitcase so he can walk out of there, so he is obviously a bit nervous."
Levick said Lundy had been making "thank you" cards to give to his Kiwi legal team, who are acting pro bono in the Privy Council case.
"You know the thing about Mark is that he is extraordinarily thankful to everybody who is helping him. He has made and designed by hand 'thank you' cards for Dave and Caryl to take to the barristers [in London] - who he has never met.
"But that's all you can do sitting in your prison cell all day. I mean he collects papers and magazines, cuts different shapes and does drawings on them - my wife and I get them for birthdays."
Levick said the presence of New Zealand's Chief Justice, Dame Sian Elias, on the Privy Council panel was interesting. "She might have some strong views formed already, which the others of course don't have but she is a very experienced and well respected judge so I would think she is impartial.
"All I can say is Mark is extraordinarily thankful and extraordinarily humble that he has people that have taken such interest in his case and that we have taken it as far as we have."
Lundy's lawyer David Hislop QC said the defence case would focus on the science used to identify the stain on Lundy's shirt as being his wife's brain tissue, which is considered the most important piece of evidence that linked Lundy to the killings.
The hearing is set for three days and will be streamed live.