Transcript for New details in investigation of Idaho mom whose children went missing in September
Reporter: These moments capture a couple in love. Lori valo and Chad daybell, saying I do and dancing on the beaches of Hawaii. These pictures were taken two weeks after the death of his former wife and the disappearance of her children. Now to the growing mystery around a brother and sister who appear to have vanished. Officials say the kids have not been seen since September. The children were never reported missing by their mother and step dad. Reporter: The photos, part of new details and images emerging in an ongoing mystery. And although Chad and Lori are still in Hawaii, the honeymoon appears to be over. Now they spend much of their days hiding out in this condo. The couple at the center of a mystery that stretches from Idaho to Hawaii, and accusations of belonging to a doomsday group. There they were this past weekend, still holding hands as they headed to church and still dodging questions about Lori's missing children. You know you can end this just by telling us where the kids are. Reporter: The kids haven't been seen since sent. Would you tell me what happened to jj? You know, the grandparents are very worried. Reporter: This is your full time job now. This is our full time job, absolutely. Finding jj, finding tylee. What I'm looking for is one person to call authorities and say I think I know where they're at. That is my single daily prayer. Reporter: They are the grandparents of jj. They've been at the front of the search for jj and tylee while pleading with Lori to come forward. We want Lori to please start cooperating with the police. Reporter: This all began in November when they requested a welfare check on jj after being unable to reach him since August. Authorities went to Lori's Idaho home, didn't find jj and realized tylee was also missing. Chad and Lori would vanish the next day. They surfaced back where they shared their nuptials. Can you tell me where your kids are? Where are your kids? No comment. I can't say exactly when Chad came into the picture, because I really don't know. I knew Lori was reading books. Reporter: Books about the end of the world? Yeah, doomsday stuff. And I knew she was in a group. Reporter: Daybell worked in publishing and was an author. Some of his books like the times of turmoil series focussed on the end of the world. They describe Lori as an energetic, good mom until something changed. Reporter: Did you love Lori? Absolutely. I loved being around her. She was very energetic. But now I think it's all a facade. Reporter: In late January, Lori was served with a court order, demanding she present jj and tylee. The woodcocks were there waiting and hoping. I'm so afraid. I think I'm a lot more afraid by a long shot. Reporter: But Lori and the children never showed. Them not being arrested, I think what the court order was, was to put the ball in their court and hope they acted. However, if they start that process, they get a defense attorney, they lawyer up, they won't speak. And that might inhibit their investigation rather than help it. Reporter: Despite no arrests, a deep glimpse of the larger investigation is emerging. First a haunting text sent from tylee's phone a month after she vanished, a friend saying she texted in October and received this message back, hi, miss you guys too, love Ya. Is this her or someone pretending to be her? Reporter: And authorities have also executed a search warrant at jj's one-time school. The search warrant for jj's school references conspiracy to commit homicide. When they say that they have probable cause as to conspiracy to commit homicide, that raises a lot of questions. Reporter: Lori withdrew jj after her estranged husband was shot dead by Lori's own brother no July. Apparent gunshot wounds to the chest. Reporter: This body cam footage showing the aftermath of the shooting. There's Lori walking into the frame. After the shooting, school officials said in an e-mail to ABC news that Lori told them Charles had committed suicide. She has blown up her world, her kids' world, our world. Reporter: The path of destruction. Best case scenario, they are trying to build a case, but I think at the forefront of this is trying to find the children. I implore Chad, and I implore Lori, let's get their this over with one way or the other, let's get it over with. And just do the thing. Reporter: As it stands, from Idaho to Hawaii, the waiting game continues.
This transcript has been automatically generated and may not be 100% accurate.