Husband of Idaho mom whose kids went missing refuses to speak on their whereabouts

Chad Daybell said he couldn't comment on Lori Vallow's children, Tylee Ryan and JJ Vallow, who've been missing since September. Court documents allege Vallow’s niece might know where the kids are.
8:49 | 02/27/20

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Transcript for Husband of Idaho mom whose kids went missing refuses to speak on their whereabouts
News in the missing search of the kids. Are the kids okay? Tell me. I can't comment. And why, why can't you comment? Legal reasons. Attorney told me not to speak. Reporter: Chad daybell confronted once again by a question hounding him for months. Where are his missing stepchildren, jj and tylee, who have not been seen since September. Is there anything you'd like to say to people who are concerned about the children, about your wife, anything you want to say to them? Grateful for their support. Reporter: And can you tell me, Mr. Daybell, are the kids okay? No comment. Reporter: Okay. Last week, Chad's wife Lori was arrested in connection with jj and tylee's disappearance. You have been charged in the state of Idaho with a number of charges. Reporter: The arrest coming after nearly three months and an investigation that has stretched from Idaho to Arizona to Hawaii. Authorities hitting 46-year-old Lori Vallow with charges, today she appeared in court fighting to reduce her $5 million bail. The more hype and sensationalism to set bail the way this court would. It may be strategic in that she's the biological parent, and not the stepfather. That may be a choice of going after the bigger fish rather than the smaller fish. Reporter: It marks the first big arrest in the story, a couple who are at the center of deception in the disappearance of jj and tylee. Would you tell me what happened to jj? Reporter: Newly-filed documents reveal that her niece might know the location of Lori's children. The documents were filed as part of an ongoing custody battle between Melanie and her ex-husband. It says she might have knowledge of the two missing children. And it's alleged that Melanie is involved in a cult where children have been killed off like flies, Melanie refuting those comments saying she strenuously objects to the inch innuendos. Melanie's attorney says his client has never been associated with a cult. At one point, Melanie lived next door to her aunt Lori at this townhouse in Idaho. Police executed search warrants at both homes as authorities chase leads that will bring them closer to the children. New details are emerging about their mom. Contestant 13. Reporter: Here is a young Vallow, vying to Ms. Texas in 2004. They have been married three and a half years. Reporter: At the time she was marry the to tylee's dad. The two would later divorce. Lori would go on to marry Charles Vallow. Did you love Lori? Absolutely. I loved being around her. She was very energetic. But now I think it's all a facade. Reporter: This is Lori's sister. She chatted with Amy robach. She said Lori and Charles had a good marriage until things began to fray. Charles cites childrens, concerns about her religious beliefs. According to the filing, she told him she could not trust Vallow and would destroy him financially. Things turned tragic. One apparent gunshot wound to the chest. What is the emergency? I shot my brother-in-law. Reporter: That's Lori's brother Alex, captured here on police body cameras after shooting and killing his estranged brother-in-law Charles Vallow. There is Lori walking into frame. Stand over there a second. Reporter: Kay woodcock believes her brother was ambushed. Did he ever tell you he was afraid of Lori? Oh, absolutely. Reporter: The loss of her brother was compounded by the fact that he and Lori were the guardians of jj. Jj is my biological grandson via my son. And Charles is my brother. So Charles and Lori adopted jj and at that point they let us maintain a grand parent's role. Reporter: After Charles died, Kay says communication with jj became sparse. Lori moved to rexburg, Idaho in September. In an affidavit recently released by the rexburg police department, authorities now reveal on september 8, Lori took the children to a national park. A photo of tylee at the park entrance is said to be the last known image of the teenager. Doorbell camera captures what is believed to be the last known image of jj playing outside with a friend in September. Kay says she and Larry have not been able to face time with their grandson since August. They asked police to conduct a welfare check in November. When police went to Lori's home they discovered not only was jj missing but so was tylee. Authorities allege Lori and Chad told police a series of lies. Chad acted as if he didn't know Lori very well authorities said. He didn't know her phone number, according to the affidavit. Lori's brother told police that jj was what his grandma Kay. Authorities say it was a clear lie, since Kay first called in the missing child report. Lori herself told police jj was in Gilbert, Arizona with a The number of steps they took not only to try to find these children but to establish the chain of lies that they had to overcome that inhibited their Reporter: In November, Chad and Lori got married on a beach in Hawaii. These photos capturing the couple in love, but neither jj nor tylee was there for the celebration. Their wedding two weeks after Chad's former wife had died. Autopsy results are still pending. We're processing a lot of evidence that has been accumulated. We're waiting for the lab results to come back. Reporter: Chad received at least $430,000 in life insurance proceeds after her death, that's according to an affidavit. The fact that it is one straw to be many peculiar straws in this story starts to raise an eyebrow especially since the circumstances of her death are being questioned. Reporter: Chad worked in publishing and was an author. Some of his books focussed on the end of the world. I can't say exactly when Chad came into the picture because I really don't know. I knew Lori was reading books. Books about the end of the world? Yeah, and I knew she was in a group. Reporter: After being questioned by authorities, Lori and Chad fled Idaho for Hawaii. Can you tell me where your kids are? Reporter: And have been there since December. The couple's attorney issuing a statement saying Chad daybell was a loving husband and has the support of his children in this matter. Lori daybell is a devoted mother and resents assertions to the contrary. We look forward to addressing the allegations once they have moved beyond speculation and rumor. You and your husband have the right to contest the legality of the arrest. Reporter: The request for bond reduction was denied. She could be extradited to Idaho within the next two weeks. These charges could be pressed against Lori to force her to give up information about the children. Now, if her own life is not something that she would give information for maybe pressing charges against Chad would be a reason to give up information. Reporter: Chad faithfully at her side since this ordeal began was not present at today's instead, Chad was spotted with a truck moving furniture from a kauai condo he was staying at with Lori. I'm Marcus Moore in kauai, Hawaii.

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

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