Gilbert Police end investigation into Alex Cox's death Published Alex Cox died in December 2019. PHOENIX - The police investigation into the death of Alex Cox has ended in January 2021, confirming a previous ruling from the Maricopa County Medical Examiners Office that Lori Vallow's brother died from natural causes. Lori Vallow is the mother of two missing children with Arizona ties. Joshua "JJ" Vallow and Tylee Ryan were last seen in September 2019. The disappearances have uncovered a complicated sequence of events related to Lori and her new husband, Chad Daybell, including details surrounding the death of Lori's former husband, Charles Vallow, details surrounding the death and subsequent burial of Daybell's former wife, Tammy Daybell, and details of