Mother of missing children found in Hawaii – but no sign of her son or daughter

Authorities demand that Lori Vallow reveal the whereabouts of her two children

Joshua "JJ" Vallow and Tylee Ryan, the missing children whose mother Lori Vallow Daybell has been found on Hawaii living with her new husband Chad Daybell (AP)

The mother of two missing children has been found in Hawaii living with her new husband – but there is still no sign of her son and daughter, who have been missing since September.

​The Kaua'i Police Department announced on Sunday that Lori Vallow had been located on the island with her new partner, Chad Daybell.

Law enforcement officials said the couple were served with a legal document compelling them to reveal the location of Joshua "JJ" Vallow, seven, and Tylee Ryan, 17, on Saturday. The following day the police executed a search warrant on their home.

Ms Vallow's eldest son, Colby Ryan, posted a video to YouTube begging his mother to reveal information regarding his siblings.

She and her new husband have been dogged by a series of unusual deaths.

Ms Vallow's ex-husband, Charles Vallow, was shot by her brother, Alex Cox, last summer. In a 911 call obtained by Fox10 Phoenix after the shooting, Cox claims he and his brother-in-law had had a fight and that the shooting was in self-defence.

Cox told police that Mr Vallow had come to the house to argue with his sister and that he intervened to protect her. He said that when his brother-in-law picked up a baseball bat and attempted to hit him with it, he shot him twice in the chest.

"I turned around and he hit me in the back of the head with the bat, so I went to my room and got my gun, 'cause I always carry it," Cox said.

Ms Vallow's own account of the event to police conflicts with her brother's, however. She claimed that while she was in the kitchen she heard a gunshot in her living room. She walked in to see her husband dead on the floor before fleeing the house with her children.

According to the Arizona Republic, the children witnessed the death of their father before they disappeared.

Reporting from Fox10 Phoenix revealed that four months before the shooting, Mr Vallow had filed for divorce from Lori, claiming that she had become obsessed with near-death experiences and her own reincarnation. He also filed for an order of protection against her, claimed that she threatened to destroy his finances and murder him.

Ultimately, Cox and Ms Vallow were released from police custody when authorities determined the shooting occurred in self-defence.

Cox died last month. The cause of death is still pending an autopsy, according to the Gilbert Police Department.

Mr Daybell's last wife, Tammy Daybell, died in October. Family members insisted she died of natural causes, though Idaho police have since reopened the investigation into her death and have exhumed her remains.

East Idaho News reported that 10 days before her death, Ms Daybell reported to the Fremont County Sheriff's Office that a masked man had pulled into her driveway and fired an empty paintball gun at her several times. When she asked what he was doing, the man didn't respond and drove off.

Ms Vallow and Mr Daybell married two weeks after Tammy Daybell's death. According to the Arizona Republic, the couple met after Ms Vallow joined a "radical religious group" where Mr Daybell had been a member. Her niece, Melani Bourdreaux, began spending time with Ms Vallow and the religious group last summer. Shortly after, she demanded a divorce from her husband, Charles. Before their divorce was finalised, someone driving a vehicle registered to Charles Vallow – who had been shot dead three months earlier – attempted to gun down Charles Bourdeaux on his way home from the gym.

Mr Daybell is the author of several fiction books dealing with religious themes and apocalyptic prophecies.

Neither Ms Vallow nor Mr Daybell have been charged or arrested in connection with a crime according to Kaua'i police.