A family last night spoke of their devastation after two children were found stabbed to death in a country lane next to the body of their father, a former Household Cavalry soldier who survived an IRA bombing at Hyde Park.
Police named the dead children as Ben Pedersen, aged seven, and his sister Freya, six, and said their father Michael, 51, appeared to have taken his own life. They were looking for no one else in connection with the deaths, Hampshire Police added.
Yesterday, it emerged that Mr Pedersen escaped injury in the 1982 nail-bomb attack that killed four soldiers and seven horses. He was riding a horse called Sefton to the Changing of the Guard at the time.
Despite suffering 34 wounds, the horse's battle for survival led to it becoming a household name and synonymous with the fight against the IRA. Just two hours after the Hyde Park attack, on 20 July 1982, another IRA bomb exploded at Regent's Park, killing a further seven servicemen.
Sefton won the Horse of the Year prize and Sgt Pedersen, who reportedly suffered from shock after the incident, collected the prize on behalf of the animal. In recent years, Mr Pedersen, who had two other children from a previous relationship, ran a haulage business with his wife.
A dog walker found the three bodies lying near a Saab 900SE convertible in a bridleway in the village of Newton Stacey, near Andover, Hampshire, at 6.15pm on Sunday.
Detectives were trying to locate relatives when Mr Pedersen's estranged wife, Erica, rang police because the children had not been returned home at the agreed time of 5pm.
Mr Pedersen, from Chertsey in Surrey, had taken the children to see his own father earlier that day, in Andover. Last night, William Clifford, 67, the children's paternal grandfather, said. "We are obviously devastated." Detective Superintendent Tony Harris said that the bodies were found lying behind the car and that, because it was such an isolated location, he did not expect anyone else would have seen anything. It is believed the deaths happened earlier that afternoon.
Det Supt Harris said: "A Home Office pathologist visited the scene and at this time it appears the children suffered fatal stab wounds and Mr Pedersen took his own life shortly afterwards."
He added: "We are treating this as an isolated incident and we do not believe anyone else was involved. It is very tragic. It's a dreadful loss of life, one of the most tragic cases I have had to deal with."
Surrey Police said later that they would refer the case to the Independent Police Complaints Commission because of some previous contact with the family, although it was not revealed what that contact was. An IPCC spokeman said the referral was expected today. Neighbours of Mr Pedersen said he had separated from his wife in the past few weeks.
Officers were trying to trace relatives when Mr Pedersen's estranged wife rang the police