"I still cannot fathom what they did to this day. I am so angry," says Larry Woodcock

By Steve Helling
December 18, 2020 04:03 PM

Larry and Kay Woodcock knew their former sister-in-law Lori Vallow had some fringe religious beliefs. But they never thought Vallow's two children — their grandson, J.J. Vallow and his half-sister Tylee Ryan — were in physical danger.

The two children disappeared in September 2019, and their bodies were later found on property belonging to Vallow's fifth husband, Chad Daybell, an author who writes about religious doomsday prophecies. The discovery stunned and devastated the Woodcocks.

"Did we suspect that they may have put them in a cult someplace, or kept them off the grid to hide them? Absolutely," Larry Woodcock tells PEOPLE. "But did we believe that they would harm those kids? No way. I still cannot fathom what they did to this day. I wake up at times and I am so angry at what they've done."

Joshua “J.J.” Vallow, at left, and his sister Tylee Ryan

The Woodcocks are speaking out about the infamous case on Doomsday: The Missing Children, a three-hour documentary about the case premiering on Sunday, December 20 at 9/8c on Investigation Discovery. (An exclusive clip is below.)

The case, and the documentary, were also covered on Thursday's episode of PEOPLE (the TV Show!); a clip of last night's segment appears at the top of this post.

The show accompanies the Woodcocks as they search for the truth about the children's death. As they travel the country, the Woodcocks gather information from those who knew Vallow as they attempt to create a timeline of how the children were killed.

For the Woodcocks, their long nightmare began more than a year ago.

Kay and Larry Woodcock
| Credit: Dayley Smith/Rexburg Standard Journal

J.J. was last seen on September 23, 2019 in Rexburg, Idaho, when his mother withdrew him from school, telling the principal she planned to homeschool him. Tylee was last seen at a Sept. 8 day trip to Yellowstone National Park. After they hadn't heard from the children in months, the Woodcocks called authorities.

But Vallow and Daybell would not give answers. In January, authorities gave Lori Vallow five days to produce the children and prove that they were safe. After she failed to do that, she was arrested.

In June 2020, authorities made a grisly discovery: the charred, buried remains of both children on Chad Daybell's property.

Lori Vallow
| Credit: Dennis Fujimoto/AP/Shutterstock

Vallow has been charged with and desertion and nonsupport of dependent children, resisting or obstructing officers, criminal solicitation to commit a crime, contempt of court and willful disobedience of court process or order. Daybell was charged with two felony counts of conspiracy to commit destruction, alteration or concealment of evidence and two felony counts of destruction, alteration or concealment of evidence.

They have both pleaded not guilty to all charges. More charges could be pending. An attorney for Vallow and Daybell has not returned PEOPLE's calls for comment.

Chad Daybell, left, and Lori Vallow
| Credit: Rexburg Police Department ; Madison County Sheriff's Office/AP/Shutterstock

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As the case has unfolded, the Woodcocks have learned disturbing information about Vallow, who they previously had a good relationship with. "She seemed like a good mom," says Kay Woodcock. "She really seemed to love her children."

But now, the family is learning about a tragic history. In addition to J.J. and Tylee, several people close to Daybell and Vallow have died under mysterious circumstances, including Daybell's former wife as well as Vallow's ex-husband and her brother.

Vallow's fourth husband, Charles -- who was Kay Woodcock's brother -- was shot to death during a July 2019 altercation by Vallow's brother, Alex Cox, who claimed he was acting in self-defense and was never charged. Three months later, Daybell's wife, Tammy, was found dead in her bed -- a death police later called "suspicious." Her body has been exhumed.

Cox was later found dead under mysterious circumstances.

Additionally, authorities are investigating the 2018 death of Joseph Ryan, Vallow's third husband. His death was classified as a heart attack at the time.

Police have not charged Daybell or Vallow with any crimes in connection with any of the suspicious deaths.

Now, the Woodcocks are continuing to search for answers -- and hope that the new documentary will help them reconcile the latest events with the woman they said "loved her daughter and loved J.J."

"There are just so many unanswered questions that Kay and I have," Larry Woodcock tells PEOPLE. "If [Vallow] would just be half-honest. She doesn't even have to be completely honest. Just be half honest and give us answers because we just don't understand it."

Doomsday: The Missing Children, premieres on Sunday, December 20 at 9/8c on Investigation Discovery.

• With reporting by KATIE GREEN