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A MAN friends described as a religious zealot shot to death his girlfriend, their 4-month-old twin daughters and her 9-year-old daughter before killing himself Sunday in New Orleans, police said. . . . ISRAELIS are appealing for the release of airman Ron Arad, who was shot down over Lebanon in 1986 and is believed to have been taken hostage. A music video in Hebrew, English and Arabic asking for his return is being aired Tuesday around the world on CNN, MTV and Star Plus.