Alex Cox, the brother of Lori Vallow Daybell, died of a pulmonary blood clot, The Las Vegas Review-Journal reports.

Cox was the uncle of Joshua “JJ” Vallow and Tylee Ryan, the missing children of Lori Vallow, who disappeared back in September 2019.

Cox died in Arizona in September, according to autopsy and toxicology reports released Friday, the Review-Journal reports. Cox fatally shot Charles Vallow, the estranged husband of Lori Vallow, in an alleged act of self-defense.

Police in Arizona said detectives will continue to investigate Cox’s death.

Vallow Daybell, Cox’s sister, remains in jail in Madison County, Idaho, due to the disappearance of her two children. She has been charged with desertion and nonsupport. Her bail remains at $1 million.

Vallow Daybell’s case has received worldwide attention for its strange connection to other deaths, including the death of Tammy Daybell.

In March, multiple reports suggested that Vallow’s brother, Cox, could be linked to the death of Chad Daybell’s late wife, Tammy Daybell. Chad Daybell married Lori Vallow about two weeks after the death of Tammy Daybell.

Tammy Daybell’s death is being investigated. Her body was exhumed “after police started looking into the whereabouts of the kids, the death of Lori’s previous husband and other attempted murders,” according to AZFamily.com.

Alex Cox died the day after Tammy Daybell’s body was exhumed, according to reports.

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Sources told CBS News that “there is digital evidence that links Alex Cox to Tammy Daybell’s death. Her autopsy results are still pending.”

That’s not where Cox’s connections end, though. According to AZFamily.com, Brandon Boudreaux, the ex-husband of Lori Vallow’s niece, Melani, said that Alex Cox shot at him in October 2019 while they were in Arizona.

The vehicle seen leaving the incident reportedly belonged to Charles Vallow, according to AZFamily.com. The vehicle was discovered in Idaho.

In March, multiple organizations met in Salt Lake City to share information about the Lori Vallow case, as well as the death of Alex Cox, as I wrote for the Deseret News.

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