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2 Valley children disappear without a trace, under suspicious circumstances

Joshua Vallow, who goes by "JJ," and his adopted sister Tylee Ryan were last seen in Idaho on Sept. 23.

Two Arizona children have vanished without a trace and their mother and her new husband are now considered "persons of interest" in their disappearances. 

Joshua Vallow, 7, who goes by "JJ," and his adopted sister Tylee Ryan were last seen in Idaho on Sept. 23. 

PREVIOUSLY: Police: Two missing Idaho kids last seen in September

Kay Vallow Woodcock, JJ's grandmother, said she is worried for their safety.

"It's very sad," Woodcock said. "It's like an emotional roller coaster."

JJ and Tylee have ties to Arizona. They were recently living in Chandler with their mother, Lori Vallow. 

Vallow was estranged from her husband Charles Vallow, and back in July, Charles was found shot in a Chandler home after a family fight, according to Chandler police.

Lori's new husband, Chad Daybell, is from Idaho. About three months after Vallow died, Daybell's wife Tammy was found dead in her sleep.

Lori and Chad got married just weeks later.

Authorities originally ruled Tammy's death "natural," but since then, new evidence has surfaced and investigators have exhumed her body. 

RELATED: Chandler PD: Man shot, killed after family argument turns physical

Her death is now being ruled as "suspicious."

While investigators in Idaho were looking into Tammy's death, they realized JJ and Tylee were unaccounted for.

Investigators are now calling Lori and Chad "persons of interest" after they say Vallow misled them about JJ's whereabouts.

JJ's grandmother is now praying that they will find the kids.

"I want them found and to be safe. We want JJ back," Woodcock said.