Court documents: Lori Vallow's brother threatened to kill her 3rd husband in Texas

PHOENIX - It's now been six weeks since authorities say a mother who moved her kids from Arizona to Idaho lied about the children's whereabouts and refuses to cooperate.

Lori Vallow is currently believed to be on the run with her new husband, Chad Daybell, and her two kids, Tylee Ryan and Joshua "JJ" Vallow.

Now, we're learning more about Lori's brother, Alex Cox, who is now dead, but not before shooting and killing her fourth husband in "self-defense" last summer, according to police.

And that's not the only incident he was reportedly involved in with Lori's ex-husbands.

FOX 10 obtained an affidavit for the arrest warrant issued for Alex Cox from 2007 in Travis County, Texas. The court documents reveal Lori's brother Alex was accused of threatening to kill her ex-husband.

The second incident was at a child custody exchange in Texas, according to court documents. In 2007, Lori and her ex-husband Joseph Ryan were exchanging their daughter Tylee, when Alex followed Joseph into the parking lot wanting to talk.

There, he allegedly shocked him with a stun gun and threatened to kill him. Joseph was able to escape. That next year he pleads guilty to an aggravated assault charge in the second degree and served three months in jail.

Joseph died in 2018 from a heart attack.

In July 2019, Chandler Police say Alex shot and killed Lori's fourth husband, Charles Vallow, in self-defense. That next year, Alex died unexpectedly in Gilbert, Arizona. Police are investigating the cause as we wait for autopsy results.

Some remember Alex is a more positive light. He is seen on a YouTube video doing Looney Tunes impressions.

Kathy Deane, a former producer for a radio show he was featured on, says, "In all impressions, he was a good looking funny guy and like I said, charming."

Another new development in the case leads us to the principal at Kennedy Elementary School in Rexburg, Idaho, Josh Wilson.

He said Lori tried to take JJ out of school after just three weeks of being enrolled. "JJ was only enrolled in our school for three weeks so this assumption that he had been absent for months and we just didn't know about it or didn't do anything about it is not correct," he said.

He also said he never met Tylee, JJ's older sister, during those three weeks.

If you have any info on the children, call 1-800-THE-LOST. There's also a $20,000 reward being offered by JJ's family.