Charles Vallow shot and killed by brother-in-law: Part 3

Lori Vallow’s brother, Alex Cox, was at Vallow’s home when Cox said a fight ensued between him and Charles Vallow. Cox said he shot Vallow in self-defense. Police question his story.
7:37 | 02/27/21

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Transcript for Charles Vallow shot and killed by brother-in-law: Part 3
the vallows were deeply in love. After a brief but failed attempt to reconcile, Charles now has two problems. Number one, Lori doesn't love and number two, neither does brother Alex. What is the emergency? Um, I shot -- I shot my brother-in-law. The reason Charles Vallow goes to the house that day, to his estranged wife's home, is to pick up his son J.J. To take him to school. Now, Alex cox was there supposedly to make sure this handoff went smoothly. It did not go smoothly. Was he armed also? Or just -- Yeah, he came at me with a bat. Anyone been drinking or doing drugs or anything today or no? I don't know but I've never seen him that enraged before. Okay, what part of his body is injured? In the chest. Is he awake and responsive or unconscious? Unconscious. The 911 operator instructs Alex cox how to do cpr. Make sure you're still pressing down at least two inches into his chest and it comes up with each compression. One, two, three, four. And you hear this heavy breathing on the phone. Five, six, seven, eight, nine, ten. 97. Can you have the subject on the phone step out of the residence? No weapons? No weapons on me. Okay, come out this way. Oddities. There are a few at this scene. Do you have some I.D. On you, sir? Yeah. Alex cox is supposedly performing cpr on a guy that has two bullet holes in his chest, and that is going to be an incredibly messy and bloody business. But when the police get there, when you look at the footage, he doesn't appear to have any blood on his body at all. He was just yelling at me. He came at me with a bat. Was he living here or visiting? No. Alex cox claims to have suffered a blow to the head from the bat swung by Charles, yet he declines medical attention. Let me see your head. You got a little laceration. You want me to call paramedics? No, but I'd really like some water, though. Supposedly, Charles hit him in the head with a baseball bat. First of all, Charles played baseball his whole life. He was strong. If Charles would have hit somebody in the back, there'd gray matter and blood everywhere. I mean, look, in traumatic situations, everybody reacts differently. But here's this guy that just took a human life, who's sitting on the curb, and Alex doesn't appear to be distraught at all. And he even starts talking about the weather and complaining about the heat to the police that respond to the scene. Is this hotter for you? That's layers. The next oddity involves not who's in the house, but who isn't. Chandler police department! Anybody inside, make yourself known! I don't know, I think she's taking her son to school. Alex says it's only been five minutes since the shooting. But he's already alone at the house, which means Lori and daughter tylee, the only two other witnesses to this, have already left, which means they left almost immediately after the shooting, which is weird. So, the wife who lives here, her daughter, her son, they all leave. I was a little bit surprised that they had left and come back. The decision to prioritize taking J.J. To school rather than wait for the police to come as your husband is dying on the floor becomes even more bizarre when they stop at burger king to get J.J. Food. Chicken, fries and the sprite. Because that's what he ate every morning. Because that's the routine and that's what he likes. And she took him to school and then they came back. Hi, who are -- are you -- okay, just stand over there for just a second there. Mother and daughter are also very composed when they arrive back at the scene. Do you have a driver's license with you that I can just grab? There wasn't any huge outwardly signs of, like, emotional distress. There wasn't tears. There wasn't anything like that. They seem pretty put together. Hi, neighbors, sorry. Lori and tylee are taken to the police station to give their statements. Alex is driven separately to provide his. No handles on the inside? Yeah, no, that's how those police cars are, you know? When detectives are finally able to sit all involved down at the police station, this trio outlines this story of self-defense. That morning, in that Charles came over and took J.J. Out to the car, ready to go to school. According to Lori, this squabble begins over a cellphone. Charles gets outside and realizes that he's left his iPhone inside the house, so he goes back in to retrieve it. Charles' cellphone was on the kitchen counter. So, she had retrieved the phone, and that's where the argument ensued. She describes him as being extremely angry, never seeing him like that. And that she's now wanting to know what's on the phone that he doesn't want her to see. Tylee came from the bedroom with a bat, and basically circled around them and is standing next to mom. Alex says that Charles ripped the bat out of her hand. He said that he saw Charles basically go forward towards Lori and tylee and that's when he grabbed him from behind and they basically pulled him back and they ended up on the ground. So, after the altercation, he basically says he goes to his room where he gets his gun. Lori explains that there's a tussle between the two of them, and tylee describes that as well. Neither of them really remain in there. They both kind of evacuate out during kind of this physical exchange between Charles and Alex. Lori directs tylee basically out because j.j.'s outside. He tells Charles to drop the bat. Charles basically says, "What are you going to do? And he said Charles just kept coming with the bat. Alex says he shot him in self-defense. And he said, I didn't have any other choice. That's what he told me. I said, how are you feeling? He said, mom, I feel terrible but I'd do anything to protect Lori and tylee. Charles had never been violent with anybody. So you kind of start getting a bigger picture of this just doesn't feel right. Both of us have driven people home after interviews, and this would be at the top of bizarre for me, the whole car ride. The odd part about it was just the complete lack of emotion. It was a very nonchalant -- Lori had a big smile on her face. A case like this isn't a sprint, it's a marathon. The case is just beginning. In a word, detectives find all of this odd. But odd is not a felony. Now, being weird and not making sense is going make the investigation continue. But they better hurry, because Lori is off to Idaho to land husband number five.

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

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