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Missing Idaho kids update: Retired FBI agent talks about what's next in missing children's case

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It's been five months since two children with ties to Arizona were last seen. Tylee Ryan, 17, and JJ Vallow, 7, disappeared in September. They lived in Gilbert before moving with their mother to Idaho in August.

Their mother Lori Vallow and her new husband Chad Daybell have been in Kauai, Hawaii. The two got married there a month after the children went missing.

EastIdahoNews.com reported that the couple boarded a plane Sunday afternoon for Maui. It's unknown how long they plan to stay, but law enforcement in Idaho and Hawaii are aware of their location.

ABC15 News spoke to retired FBI agent Frank Montoya Jr., who worked for the agency for 25 years. He was the special agent in charge in Hawaii and Seattle. Montoya said this case is difficult for investigators because there are many pieces to it.

Montoya said the biggest hurdle is that Lori and Chad refuse to cooperate. A few weeks ago, Lori Vallow missed a court-ordered deadline to "physically produce" her children to a judge in Idaho.

Montoya said police could use that as leverage or wait for something bigger.

"That's what everyone is thinking, this is pretty cut and dry. But at the same time, from the investigator's perspective, you have to put the pieces together. Suspicion matters, reason to believe matters, you can get your warrants that way. But in order to prove the case, you've got to have the evidence," said Montoya.

Lori and Chad's wedding happened four months after Lori's former husband, Charles Vallow, was shot and killed by her brother Alex Cox in Chandler. In December, Cox was found unresponsive in Gilbert. Police are awaiting autopsy results on the Cox case. Both deaths are under investigation.

The Fremont County Sheriff's Department in Idaho is also investigating the death of Chad's former wife Tammy Daybell. She died in October. Her death was initially thought to be natural, but a subsequent investigation determined it may have been suspicious and her remains were exhumed in late December.

"Is there a relationship and even if there's not, is there a possibility that if there's an indicator of foul play that can be used as leverage to further this investigation," said Montoya.

"There are other types of charges that could be brought whether they're related to the deaths of the ex-spouses or other behaviors that haven't been made public yet. That could lead to initial charges with the open expectation that those could eventually lead to the recovery or discovery of the children."

A friend of Tylee's told ABC News that she texted the teen's phone in October, a month after she vanished. She said she received a message back that said, "Hi. Miss you guys too. Luv ya."

Daybell has written religious books and given speeches about what he describes as two near-death experiences.

JJ's grandparents have told ABC News that Lori changed over the past year and she started reading books about the end of the world.