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Brother in Lori Vallow Daybell case thought he was 'fall guy', according to widow

Some investigators call Alex Cox the "family hit man" and that he was Lori's "protector."
Credit: Chandler Police

CHANDLER, Ariz. — Newly released records from Chandler Police include a trove of evidence and interviews connected to the Lori Vallow Daybell case.

She, along with her husband, Chad Daybell are currently in custody in Idaho. The couple is accused of killing Lori’s kids, Tylee and JJ, who used to live in the Valley, and are facing several other felony charges connected to other mysterious deaths.

Insight into the inner circle

In an interview with Idaho investigators in April 2021, a woman named Zulema Pastenes appeared to be talking with Idaho investigators alongside her attorney. Zulema is the widow of Lori's brother, Alex Cox.

Their conversation suggests she'd spoken with police before and these officers were following up with some questions.  The investigators start by saying they want to clear up any discrepancies between what she told them in past interviews and what she told Gilbert police officers when her husband Alex died in December 2019.

In the April 2021 interview, Zulema questioned early on her relationships with Lori and Chad.  

"How could I ever done anything like this? Get involved with people like this?" she shared with investigators. 

She said her memory was "foggy" the night and days after Alex was found dead at his home in Gilbert and that it was hard for her to remember the timeline of events due to all the emotions.  She said her son-in-law told her she needed an attorney at that time because he'd had a bad experience with police. Before they wrapped up their conversation, Zulema told investigators she wanted to help them.

Disappearance of Tylee and JJ

This case started to unravel in Chandler in 2019.  In July of that year, Alex shot and killed Lori's then-husband Charles Vallow.  He claimed it was self-defense, but investigators later suspected he and Lori intended to kill Charles.

After Charles was killed, Lori moved with Tylee and JJ to Rexburg, Idaho, where Chad Daybell was living.  Lori had met Chad in 2018 and started following his doomsday religious beliefs.

Lori moved to Idaho with the kids in September 2019.  They disappeared before the end of the month.  Their bodies were later found buried in Chad Daybell's backyard in June 2020.

"I still thought that there was a possibility that they had them hiding somewhere," Zulema told investigators. "That the kids are going to be alive."

After the kids' disappeared, Chad's first wife, Tammy Daybell, died in October 2019.  Originally, it was believed she died in her sleep, but investigators later determined her death was suspicious, exhumed her body and charged Chad and Lori in her death. Investigators also believe Alex may have tried to shoot at her a week before her death.

A few weeks later Lori and Chad got married in Hawaii.

Zulema told investigators they sent her and Alex pictures from what appeared to be the wedding.  

Investigators believed Lori and Chad had returned to Rexburg until police first came around for a welfare check on her kids around Thanksgiving 2019. Lori and Chad disappeared to Hawaii until Lori was originally arrested for failing to produce her kids in February 2020 and extradited back to Idaho in March of that year. Chad would later be arrested in June after the children's bodies were discovered on his property.

Zulema told investigators she and the rest of their small, religious circle did not know Chad and Lori went back to Hawaii after police started looking for Tylee and JJ until they saw them come up on the news.

RELATED: 'He’s plotting something': New interviews, evidence released in Lori Vallow Daybell investigation

'I think I'm the fall guy'

Zulema and Alex would marry in Las Vegas in November 2019.

She said it’s possible Alex could have married her at Lori and Chad’s direction.

"They were suggesting it," she said. "And they were saying that we should be together. Chad did give me a blessing one time saying that I would get married again."

Some investigators call Alex the "family hit man" and that he was Lori's "protector." Court records suggest he could have been involved in not only the kids’ deaths but Tammy Daybell’s death, too.

Zulema remembered asking Alex about Tammy after learning her body was being exhumed.

"Are they going to find anything? Do you have anything to do with this? And he said 'No.' But I mean, I don't know if that was true or not."

She said she pressed him for more answers.

"And that's when he said, 'I think I'm being their fall guy,'" she told the investigators. "I'm like the fall guy? For what? What is it? Tell me! What is it that they're trying to pin on you? What did they do? And he just wouldn't say anything else."

Alex can’t be charged in anything because he died in December 2019. In May 2020, the medical examiner ruled he died from natural causes. In the months that followed, Gilbert police continued to investigate the circumstances around his death but ultimately upheld the medical examiner's ruling.

A day or two before his sudden death, Zulema said he told her something strange.

"He said to me, 'Zulema, if anything happens to me, I want you to know that there is money in a bag in the closet and it's for you," Zulema said.

In the interview, police indicated there was also a bag of guns found in the closet next to the bag of money.  Zulema also talked about Tammy and Charles being called “zombies” before their deaths and how their inner circle would use code words to communicate.

Investigators asked her to share whatever she remembered to try and anticipate Chad and Lori’s defenses at trial.

"They could be trying to throw everybody else under the bus," one of the investigators said.

Both Lori and Chad are facing first degree murder charges in the death of Lori’s kids along with other charges connected to the death of Tammy Daybell.

Lori is also charged in Arizona in the death of her former husband Charles Vallow.

Chad's trial was supposed to begin in November 2021, but it's been delayed and a new date hasn't been set yet.

Lori’s case is on pause while she’s under a 180-day mental health evaluation after she'd been found "not competent" for trial.

RELATED: Judge grants motion to change Chad Daybell's trial venue

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