(CNN) - The mysterious disappearance of two children in Idaho has left family and authorities pleading for their safe return and asking why the siblings haven't been seen in months.
Police reported that Joshua "JJ" Vallow and Tylee Ryan were missing. Their mother and stepfather are also missing and police want to question them about the children's whereabouts.
JJ's grandmother says she prays the children are alive.
Kay Vallow Woodcock told CNN on Friday that the family has no indication about their wellbeing, and there are "some days where we hardly function because we're just fearing the worst."
Police are looking to question Chad Daybell and Lori Vallow after her children -- 7-year-old Joshua and 17-year-old Tylee -- were reported missing and his previous wife was found dead. The couple "abruptly" left their home when police arrived to serve a search warrant last month.
Hagen said they aren't calling Daybell and Vallow suspects. They just want to be assured the children are safe.
Their older brother, Colby Ryan, posted a message to YouTube describing how hard it is not to know where his siblings are.
"Everybody's focus should be Tylee and JJ, everybody's focus should be figuring out if they're okay, where they're at and how we can make sure that they're safe," he said.
While authorities from multiple departments and the FBI have been working through the holidays to gather information on the case, there are still many questions unanswered.
What we know
Police reported Joshua and Tylee missing in November after learning that they had not been seen or heard from since September. On December 20, police put out a press release and photos of the missing children.
Daybell's wife, Tammy, was found dead in in her Fremont County home on October 19, according to a release from the Rexburg Police Department. Weeks later, Daybell married Vallow.
Authorities conducted a welfare check November 26 and were told by Vallow and Daybell that Joshua, who is adopted and on the autism spectrum, was with a family friend in Arizona. But police then discovered that he was not with such a friend, authorities said.
Police returned the day after discovering that Joshua was not where they said he was to execute a search warrant on the home.
But when they arrived, they found that Vallow and Daybell "abruptly" left their home and fled the area, police said. The Rexburg police requested FBI assistance in finding Joshua because they said it does not look like the couple took the boy with them.
A friend of Tylee's, Vaisia Itaaehau, told CNN affiliate KTSU that she came to know the family well over the years and was shocked to hear about the disappearances.
"When I heard that she was missing, all I wanted was the story," Vaisia said. "Just like what happened, all that kind of stuff... where is she?"
What we don't know
In the search for the brother and sister -- and their mother and stepfather -- more questions have arisen.
A week after police requested the public's help finding Vallow and Daybell for questioning, it is still not clear where the couple went.
An attorney for the family says he is in contact with them, but does not have information regarding the whereabouts to welfare of the children, according to East Idaho News.
"Chad Daybell was a loving husband and has the support of his children in this matter. Lori Daybell is a devoted mother and resents assertions to the contrary," Attorney Sean Bartholick told the outlet. "We look forward to addressing the allegations once they have moved beyond speculation and rumor."
CNN has reached out to Bartholick for comment.
There are also remaining questions over the death of Daybell's previous wife. Authorities initially thought her death was from natural causes, but they have since deemed her death suspicious and exhumed her remains on December 11.
Also unclear is the couple's relationship to a website called "Preparing a People."
Chad Daybell was linked to the website, which describes itself as "a series of lecture events focusing on self-reliance and personal preparation" featuring several Latter-Day Saints speakers.
Publishers of the site, Michael and Nancy James, released a statement Thursday emphasizing that while Daybell, and to a lesser extent Vallow, were featured in the series, neither was an owner nor a founder.
Michael and Nancy James did decide to pull content featuring either Daybell or Vallow in light of Tammy Daybell's death and the disappearance of the children.