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Idaho children still missing after "multiple deaths with strange circumstances"

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An Idaho mother was ordered to physically produce her missing children 7-year-old JJ Vallow and 17-year-old Tylee Ryan, who haven't been seen in four months, by Thursday. Police found Lori Vallow, and her new husband, Chad Daybell, in Hawaii last week.

The couple is also at the center of investigations into the deaths of their former spouses.

At a November welfare check at Vallow's home, two months after the children were last seen, police say she lied to them about their whereabouts. A day later, she and Daybell disappeared as police showed up to serve a search warrant.

The couple refused to answer a reporter's questions in Hawaii, moments after police executed a search warrant and seized their rented SUV.

JJ's grandparents Larry and Kay Woodcock are pleading for the safe return of him and his sister, CBS News correspondent Nikki Battiste reports.

"Bring the kids, that's it," Kay Woodcock said. "I don't care to ask her anything. I don't care."

"Show me they're alive," Larry added. "The only thing that I care about is those two grandkids. We're here, I'll get on my knees, and I'll beg. Just give me JJ. That's all I want."

Relatives say Vallow met Daybell before she was divorced. Charles Vallow filed for divorce in February 2019, concerned not only about his wife's radical behavior, but also about JJ's safety.

He said his wife made claims she was working to carry out "Christ's second coming" and that "if he got in her way" "she would murder him." Just five months later, Charles Vallow was shot and killed by Lori's brother, Alex Cox, who claimed self-defense.

"He came at me with a bat," Cox told a police officer in Chandler, Arizona, after the shooting, according to a body camera video. "I shot him to stop him," he said.

Three months later in October, Chad Daybell's wife Tammy mysteriously died in Idaho. He married Vallow about two weeks later. Then, in December, Cox also died of unknown causes.

"There's the multiple deaths with strange circumstances involving all of them, the missing kids. That's troubling," said Fermont County Sheriff Len Humphries.

Humphries said an autopsy was never performed on Tammy Daybell, so her body was recently exhumed. Those autopsy results have been sent to the lab for further testing.

An attorney for Lori and Chad did not immediately respond to CBS News.