New details released on what happened the day Alex Cox died Updated at Share This Listen to the 911 call imade when Alex Cox’s step-son found him dead in a Gilbert Arizona home on Dec. 12, 2019, in the player above. GILBERT, Arizona — Authorities released new information Monday regarding the investigation into the death of Lori Vallow Daybell’s brother, Alex Cox. The 59 pages of heavily redacted reports provide more insight about Cox, his death and what those close to him had to say about his life. Investigators believe Cox is tied to the death of Daybell’s two children, 7-year-old Joshua “JJ” Vallow and 16-year-old Tylee Ryan. Their bodies were found buried on the Fremont County property of Chad Daybell, Lori’s husband, in June 2020.