Authorities believe the mother of two Rexburg children who have been missing since at least late November either knows where the kids are or what happened to them but isn’t cooperating with the investigation.

Police said they attempted to perform a welfare check of the children — Joshua Vallow, 7, and Tylee Ryan, 17 — after they were reported missing by extended family members who hadn’t heard from them since September. At the time of the welfare check, their mother, Lori Vallow, and her new husband, Chad Daybell, falsely claimed the children were staying with relatives in Arizona, police said.

When police returned the next day, they discovered the couple had fled the city; their whereabouts are unknown.

“We know that the children are not with Lori and Chad Daybell and we also have information indicating that Lori knows either the location of the children or what has happened to them,” police said. “Despite having this knowledge, she has refused to work with law enforcement to help us resolve this matter. It is astonishing that rather than work with law enforcement to help us locate her own children, Lori Vallow has chosen instead to leave the state with her new husband.”

Police said in a Dec. 30 press release the disappearances of Joshua Vallow, who has special needs and was adopted by Lori Vallow, and Tylee Ryan, her biological daughter, may be related to a suspicious death in October.

Police said Chad Daybell’s previous wife, Tammy Daybell, 49, was found dead in her Fremont County home on Oct. 19. Initially, she was deemed to have died of natural causes and was interred in Springville, Utah, but her remains were exhumed on Dec. 11 for an autopsy when the Fremont County Sheriff’s Office determined she may have died under suspicious circumstances.

Lori Daybell’s previous spouse, Charles Vallow, also died recently under unusual circumstances. He was reportedly killed in July by her brother, Alex Cox, who said he shot him in self defense. Cox died on Dec. 12, police said.

Police called on Lori and Chad Daybell to “do the right thing and come forward with the information they have about the location and welfare of Joshua and Tylee. This entire investigation could have been avoided if Lori and Chad had simply been honest with law enforcement.”

The couple issued a statement to the Rexburg Standard Journal through a lawyer last week, saying they love their son and daughter and look forward to addressing “allegations once they have moved beyond speculation and rumor.”

Police said they have not filed charges yet because they are primarily concerned about locating the children, and decisions about making charges will be made in “due course.”

“We have taken every step available to us, including executing multiple search warrants, interviewing multiple sources and running down every lead we have found,” police said in the press release.

Two weeks before her death, Tammy Daybell contacted the Fremont County Sheriff’s Office to report someone had threatened her with a paintball gun.

“We did send an officer out,” Fremont County Sheriff Len Humphries told the Rexburg Standard Journal. “She said that somebody was dressed in black and wearing a ski mask. She thought they had a paintball gun.”

Humphries said that she told the responding officer that she was close enough to have hit the man but instead called her husband Chad.

“She wasn’t shot, and there wasn’t any evidence to who it was,” Humphries said. “She figured it was a prankster. That’s what we wrote it up as. She wasn’t injured. Beyond what she told us, we had nothing to go on.”

Vallow’s former in-law, Brandon Boudreaux, who was married to her niece, told the Standard Journal that Lori and Chad had known each other for years and had bonded over their shared religious views, which were focused on the end of the world. Chad Daybell has written books discussing the “end days” and has spoken at some events promoted by “Preparing A People,” a media publishing company specializing in content related to the Church of Jesus Christ of Latter-day Saints, and the company had also published podcasts featuring Lori as a speaker.

Preparing A People put out a statement last week saying the organization is not a religious sect and the company would no longer represent or promote media content featuring Chad Daybell and Lori Vallow.

“We are cooperating with law enforcement, and ask anybody who has information that could assist investigators in Arizona or Idaho to please contact them,” said owners Michael and Nancy James. “We ask for prayers on behalf of the missing children JJ and Tylie, and ask that the truth of whatever happened will be brought to light soon.”

Boudreux said he is increasingly concerned about the wellbeing of Vallow’s children.

“They were there as witnesses when her husband (Charles) was shot,” he said. “Another thing we have to look at is that everybody who was there that day is missing or gone.”

Police and the Madison County Prosecutor’s Office thanked everyone who has come forward with information so far, the Federal Bureau of Investigation for their help, everyone who has been sharing information on social media and media outlets that have drawn attention to the case, and asked that anyone else out there with more information contact law enforcement.