(CNN) Shanann Watts' mother said she knew something terrible had happened to her, even before the Colorado wife and mother was reported missing.

Last year, Sandy Rzucek recalled something woke her from her sleep, and she sat up in bed. "I heard the Holy Spirit say, 'Shanann,'" she said, whispering the name.

"I felt my daughter's spirit the moment she died," she said Monday during an appearance on "Dr. Phil." "I knew. I swear to God I knew. ... I woke up the whole house. I said, 'Something's wrong with Shanann.'"

Shanann Watts' pregnant body and the bodies of her children , Bella, 4, and Celeste, 3, were found in August in a secluded oil field where Shanann's husband, Chris, worked. He later pleaded guilty to the killings, and is serving five life sentences -- three consecutive and two concurrent -- after Shanann's family agreed to drop the possibility of pursuing the death penalty.

Chris Watts, Shanann Watts and their children, Bella and Celeste.

Rzucek and her husband and son shared their reactions to the recently released tapes of Chris Watts' five-hour confession to law enforcement, and spoke about how they've struggled with the deaths and with understanding why Watts committed the murders.

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