Alex Cox dies shortly after getting married: Part 8

Cox collapsed in his wife’s home and was then taken to the hospital, where he was pronounced dead. Grandparents of Lori Vallow’s son J.J. begged Vallow to cooperate with police searching for her kids.
8:42 | 02/27/21

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Transcript for Alex Cox dies shortly after getting married: Part 8
I have an older male here named Alex. He's just passed out here on the -- in my bathroom. Til death do us part came a little earlier than expected, just two weeks after getting married, Alex cox collapses in the upstairs bathroom of his new bride's home. Zulema's 25-year-old son, Joseph, calls 911. Is he awake right now? I think he's passed out. Okay. You think he's unconscious? Yes. And now the tables are turned. Instead of Alex dialing 911, the 11 phone call is actually being placed about him. Yo, Alex. He's not breathing. Zulema's son is seemingly unaware that Alex is now his stepfather. Do you know him? No. It's my mother's boyfriend. And he doesn't even know Alex's last name. Alex's last name? I don't know. You don't know his name? No. Five minutes into the call, Zulema arrives home. And Joseph starts to tell her what happened. It's really bad! Come upstairs in the bathroom. Paramedics arrive and rush Alex to the hospital where he's pronounced dead. He is only 51-years-old. The moment I found out Alex passed, I -- I had gotten a phone call from Zulema, and she was just in shock. And I immediately just broke down. Like, it felt like I'd lost my best friend. How could I ever trust somebody the way I trusted Alex? He was like a vault. And his secrets are locked in that vault. So you've got this guy who kills Lori's husband, although he says it's in self-defense, and then he's being looked at in the disappearance of these two children, and now he's dead. There's been a lot of false claims that he's a hitman or, um, the family killer, and it's just -- it couldn't be further from the truth. Alex has and had a big heart, and he was a man of his word, a man of truth. And police are trying to find the truth about how he died. Zulema told police that Alex was suffering from shortness of breath and the night before he died she urged him to go to the doctor, but said that Alex had refused. But ultimately the medical examiner would rule that Alex's death was due to natural causes. Alex is a mystery in life and in death. In fact his own mother didn't even know he died for seven days. And then we learned that she didn't even know he'd been married. Sadly regarding Alex and Zulema, I didn't know they were married until after he died. I didn't know that they had moved back to Arizona. About Alex's death, we had him cremated which were his wishes, and we had a service for him. And we didn't invite anyone to his service that believed he was a murderer, so it was a very small precious group of us who loved him. On December 20, 2019, rexburg police and the FBI issue a press release announcing that J.J. And tylee are missing endangered children, and that is when the story goes national. Now to authorities intensifying their search for two missing children in Idaho. First, two missing children and now their mother and her husband both believed to be on the run. Give me another one, J.J. By January of 2020, J.J. Has been missing for more than three months. Larry and Kay turn to the public for help. The grandparents of a missing rexburg child have upped the ante in the search to find him and his sister. They hold a press conference and announce a $20,000 reward for any information that will lead to finding jj and tylee. If you have any information whatsoever, please call the authorities. We want Lori to please start cooperating with the police. But she's not going to start cooperating, so the police are going to have to force her. New developments involving missing siblings from Idaho. Their mother, but not the children, has been found by authorities in Hawaii. On January 25th, Lori and Chad are located in Hawaii by police and Lori is served with a court order telling her she's got to produce J.J. And tylee within five days. That moment was caught by police body camera. The deadline comes and goes without a peep from Lori. They ghaif mother until tonight to reveal her children's whereabouts. But Lori fails to produce the kids and the mystery continues. Larry and Kay head to rexburg, Idaho, j.j.'s last known address. Let's just walk down. I can see him running around here. I know how he is. That door would open and he would holler paw paw, I think I'd die of a heart attack. East Idaho news obtained surveillance footage from a storage facility in Idaho. It shows Lori and a man who looks a lot like Alex making multiple trips to the storage locker in the weeks after J.J. And tylee disappeared. Police searched the storage locker, and they find a scooter, they find a backpack with j.j.'s initials, and they find a photo album with photos of J.J. And tylee. What did you think when you saw that? It was like somebody reached into my heart and stomped on it. It was like a kick in the gut. Chad and Lori. Can you tell me where your kids are? Lori and Chad go on with their lives. Our producer spotted them on their way to church services. Would you tell me what happened to J.J.? You know the grandparents are very worried? The couple doesn't seem too concerned about the outrage that they are enjoying life in paradise while Lori's kids are missing. Lori, tell us where your kids are. Everybody wants to know. It's been five months since J.J. Was last seen, and now finally Lori's arrested. Kauai police say they have arrested Lori Vallow on an Idaho warrant. Lori Vallow was taken into custody without any incident by defense of the kauai police dept. Lori is charged with two felony counts of desertion and nonsupport of dependent children. And she is held on $5 million bond. My name is Marcus Moore and I'm with ABC news. A few days later, after Lori's arrest, ABC news correspondent Marcus Moore tracked Chad down. My initial goal was just to introduce myself and to convey that I have no preconceived notions. Is there anything you would like to say to people at all who are number one, concerned about the kids or concerned about you and your wife? Anything at all you want to say to them? Just grateful for any support. We just have to wait for the legal process to work through. And can you tell me Mr. Daybell, are the kids okay? I have to go. No comment. Okay. I will never forget just how nice and approachable and seemingly disarming Chad seemed in that moment. Lori leaves Hawaii in handcuffs. She's extradited back to Idaho, where she and Chad reunite in a packed courtroom. All rise. Chad has not yet been charged with any crime, but it is only a matter of time before he will join his beloved behind bars. Police will tell you that when Alex cox died, a lot of secrets died with him, except one. And it's been hiding all

This transcript has been automatically generated and may not be 100% accurate.

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