Rexburg police said Monday that they believe the lives of two children who have been missing for more than a month are in danger.

“Since we first received a missing child report on Nov. 26, our number one priority has been finding Joshua and Tylee,” police said in a news release. “We have taken every step available to us, including executing multiple search warrants, interviewing multiple sources, and running down every lead we have found. We strongly believe that Joshua and Tylee’s lives are in danger.”

Lori Vallow and her recent husband, Chad Daybell, came under scrutiny after the Fremont County Sheriff’s Office began investigating the death of Tammy Daybell. Tammy died on Oct. 19, just a few weeks before Chad married Vallow. Though she was initially thought to have died a natural death, Tammy Daybell’s remains have since been exhumed in Utah, where she was buried, according to the Associated Press. Autopsy results are pending. Lori Daybell’s former spouse, Charles Vallow was killed in July in Arizona in a confrontation with her brother, Alex Cox. Cox, who died on Dec. 12, said he shot Vallow in self-defense.

Lori Vallow’s children Joshua Vallow, 7, and Tylee Ryan, 17, haven’t been seen since September, law enforcement has said. When Rexburg police interviewed Vallow and Chad Daybell on Nov. 26, they falsely claimed the kids were with relatives in Arizona. Police returned the Rexburg couple’s home the next day for more questioning only to find the couple had left the city. The couple’s current whereabouts are unknown.

Rexburg police said that, in the weeks after Tammy Daybell’s death, Lori and Chad Daybell told witnesses that Lori’s daughter had died a year before her father’s death, which isn’t true. Police also said Chad told another witness that Lori had no minor children.

“Many people have inquired as to why we have not filed charges yet in this case,” police said. “Our primary concern at this point is simply locating Joshua and Tylee and charging decisions will be made in due course based upon the evidence available. If we find that harm was done to these children within our jurisdiction, we will prosecute whoever caused that harm.”

Police said Lori, who is Joshua’s adopted mother and Tylee’s biological mother, has refused to cooperate.

“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 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.”

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.”

Humphries reported that following the incident, Tammy posted the story on Facebook. He said investigators are considering all events that occurred shortly before Tammy’s death.

“We are looking at everything that we can,” Humphries said.

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.

Reporter Nathan Brown can be reached at 208-542-6757. Follow him on Twitter: @NateBrownNews.