Alex Cox, Lori Vallow's brother, is linked to multiple twists in the case against Vallow and her husband Chad Daybell
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Authorities found the bodies of Lori Vallow's two missing children in the backyard of her husband's Idaho home by tracking the cell phone of Vallow's deceased brother, who was there on two dates that align with the last time the children were seen, according to a newly-unsealed probable cause affidavit obtained by PEOPLE.

The revelation raises further questions about the role of the brother, Alex Cox, who was found dead in December.

Cox is connected to multiple twists in the case against Vallow and her husband, Chad Daybell, who each are facing several charges in connection with the September disappearance of Vallow's 7-year-old son Joshua "J.J." Vallow, and 17-year-old daughter Tylee Ryan. The children's bodies were discovered June 9.

No charges have been filed in connection with the deaths of the children.

Joshua Vallow, Tylee Ryan
Joshua “J.J.” Vallow, at left, and Tylee Ryan
| Credit: Rexburg Police Department (2)

Cox was the shooter when Vallow's previous husband, Charles Vallow, was shot last July during an altercation in her Arizona home. Cox claimed self-defense and was not charged. In divorce filings around that time, Charles had alleged his wife had developed an infatuation “about near death experiences and spiritual visions,” and that she’d claimed to be “a God assigned to carry out the work of the 144,000 at Christ’s second coming in July 2020 and that if [he] got in her way of her mission she would murder him.”

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

Cox then moved in September with Vallow and her two children to Rexburg, near the publishing base of Daybell, an author of doomsday-themed writings with whom Vallow appeared on at least one podcast under the banner “Preparing a People,” designed to help its audience plan for the end of the world.

Cox also has been alleged as a possible participant in a non-fatal drive-by shooting of Brandon Boudreaux, whose former wife, Melani, is Lori’s adult niece. Brandon’s court papers in a child custody case allege that Melani was part of a plot to have him killed, so that she might cash in an insurance policy "to help support the cult that she is believed to be a part of.”

Melani's attorney, Garrett Smith, told PEOPLE previously, “She had nothing whatsoever to do with this alleged drive-by shooting of Brandon.”

YouTube screen grab showing Alex Cox who killed Lori Vallow's ex husband Charles Vallow.
Alex Cox

In addition, Cox joined Vallow and her two kids on a Sept. 8 day trip to Yellowstone National Park that represented the last verifiable sighting of Tylee.

And one day after J.J. was last seen on Sept. 22, Vallow allegedly told a visiting friend, Melanie Gibb, that Cox had taken her son away after J.J. "had been acting like a zombie," according to the affidavit.

That "zombie" description looms large. Vallow had allegedly described both of her children to others as "zombies." Police Lt. Ron Ball, citing Vallow's friend, Melanie Gibb, wrote in the affidavit that she and Daybell were on a mission "to rid the world of 'zombies,'" which, Ball wrote, "refers to an individual whose mortal spirit has left their body" and become a "dark spirit."

Tracking data on Cox's cell phone reveals that, hours after the Yellowstone trip, he showed up at Vallow's townhome in the middle of the night on Sept. 9. The next morning Cox showed up at Daybell's home and spent more than two hours there.

17-year-old Tylee Ryan and 7-year-old J.J. Vallow
Joshua "J.J." Vallow, at left, with sister Tylee Ryan, center, and Alex Cox

According to the affidavit, minutes after Cox's phone last pinged at the location, Daybell texted Daybell's then-wife, Tammy, just before noon with the message, "Well, I've had an interesting morning! I felt I should burn all of the limb debris by the fire pit before it got too soaked by the coming storms."

The affidavit revealed that Tylee's body appeared to be burned, as well as dismembered.

Lori Vallow and her husband Chad Daybell in Hawaii
Chad Daybell, at left, and Lori Vallow
| Credit: Eric Grossarth/ EastIdahoNews.com

On Sept. 23 -- the morning that Vallow's visiting friends, Melanie Gibb and David Warwick, asked about J.J.'s whereabouts, and Vallow replied that Cox had taken him away after J.J. climbed up a kitchen cabinet and knocked a picture of Jesus off a refrigerator -- Cox's cell phone again pinged at Daybell's property around 10 a.m. near a pond.

Authorities who later obtained a search warrant of Daybell's property and dug near the pond found recently disturbed ground covering flat rocks placed atop two pieces of buried paneling, and underneath the paneling, a body wrapped in black plastic that was later identified as J.J.'s.

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Tammy Daybell died in October from what officials said at the time were natural causes, but have since termed "suspicious" and are investigating further. Vallow and Daybell were married two weeks later.

Cox died in December. A medical examiner finally ruled in May that Cox died from a condition in which blood clots block the lung arteries. "Alex's death had no sinister aspect," said a statement issued at the time on his family's behalf. "Rampant rumors of evil plots and conspiracy robbed the family of their time to grieve the loss of their husband, son, brother and uncle. Even so, the family finds comfort in the medical examiner's finding that Alex Cox died of natural causes."

No further details have been released regarding Charles Vallow's death.

Daybell, who was arrested after the bodies were discovered, has been charged with two counts of destruction, alteration and concealment of evidence.

Vallow, who was arrested in February after defying a court order to turn over the kids to police, is charged with felony counts of 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 for failing to produce the children during the search for them.

Both remain jailed and have pleaded not guilty to the charges.

Attorneys for the couple have not responded to repeated outreach efforts by PEOPLE.