(CNN) An Idaho mother failed to produce her missing children to authorities by a court-imposed deadline Thursday, according to one of the children's grandmother .

Joshua "JJ" Vallow, 7, and his sister, Tylee Ryan, 17, have not been seen or heard from since September. Their mother, Lori Vallow, and her husband Chad Daybell fled their home in Rexburg, Idaho, in November when authorities began searching f or the missing children.

They were found in Hawaii this month. The children were not with them. Vallow had until Thursday to turn them over to authorities, according to a court order served by police on Saturday.

"I'd love to know where those kids are," JJ's grandmother, Kay Woodcock told CNN affiliate KIFI. "I think all of America wants to know where they are."

Vallow and Daybell have not been charged and no arrest warrants have been issued for them in Hawaii.

It's unclear what happens now.

The Kaua'I Police Department in Hawaii told CNN Thursday they are assisting the Rexburg Police. In email, Niki Forbing-Orr, a spokeswoman for Idaho Department of Health & Welfare, referred questions to Rexburg police.

Child protection cases in Idaho are confidential, and authorities can't discuss the specifics of case, she said in an email.

The Madison County Office of the Prosecuting Attorney declined to comment further citing the sealed, confidential court files.

Rexburg police couldn't be reached Thursday.

Kay and Larry Woodcock are offering a $20,000 reward for information leading to the recovery of their grandson, Joshua "JJ" Vallow, and his sister, Tylee Ryan.

As the court deadline approached, JJ's grandparents pleaded for his safe return.

"I'll get on my knees and beg," Larry Woodcock said Wednesday . "Just give me JJ."

The couple said they were not optimistic Vallow will appear.

"She's got all the attention on her -- good, bad or indifferent -- and it's going to be bad if she doesn't show up," Kay Woodcock said Wednesday.

But whether she cooperates or not, the family will continue fighting, Larry Woodcock said.

"We're in this for the long haul. This is not going to end tomorrow. I'm not going to let it end. Kay is not going to let it end. Our family is not going to let this end," he said.

Couple flees the home

Police determined the children were missing in late November -- four months after Vallow's estranged husband was killed in their former home state, Arizona, and shortly after she moved with the children to Idaho and married Daybell.

Police conducted a welfare check for JJ -- Vallow's adopted son with her late husband -- on November 26 at their home in Rexburg after relatives raised concern about not hearing from him since September.

During the welfare check, both Vallow and Daybell told investigators the boy was staying with a family friend in Arizona, police said.

But police determined that he wasn't staying with a family friend. When police returned November 27 to execute a search warrant, investigators determined Daybell and Vallow had fled the home. And according to authorities, they didn't appear to have taken JJ with them.

Investigators also learned that Tylee hadn't been seen since September, though she'd most recently lived with Vallow and JJ in Rexburg.

Lori Vallow and Chad Daybell.

Investigations into death of Daybell's wife

The children's disappearance is part of a complex past 12 months for the family. Police have investigated two deaths in the couple's family in that time frame.

One of those deaths is that of Vallow's estranged husband, who was shot and killed in July during a fight with Vallow's brother in their former home state, Arizona.

Details about the motive in the killing weren't immediately available. Vallow's brother was not charged in the case and died in December, according to CNN affiliate KIFI/KIDK. His cause of death has not been released, and an investigation is pending the results of an autopsy, CNN affiliate KNXV reported earlier this month.

Shortly after, Vallow moved with the children to Idaho and married Daybell, who had links to a religious content website.

Vallow's former husband said she had "recently become infatuated and at times obsessive about near death experiences and spiritual visions," according to a petition for dissolution of marriage filed last February.

The second death authorities are investigating is that of Daybell's previous wife, Tammy Daybell, in Idaho in October. Though she was originally believed to have died of natural causes, Rexburg police announced in December that it was suspicious, and her remains were exhumed.

A few weeks after she died, Vallow and Daybell were married, police said.