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A grandmother who was supposed to take her two grandsons from daycare to their birthday party at home instead killed the boys and herself, Connecticut state police said.

All three bodies were found in a car Tuesday evening, two hours after an Amber Alert went out for the 2-year-old and 6-month-old. Police have classified the case as a double murder-suicide and said all three had apparent gunshot wounds, according to state police.

The last time Ashton, 2, and 6-month-old Alton Perry had been seen alive was around 2:30 p.m. in North Stonington, when their grandmother, Debra Denison, picked them up from daycare, according to state police.

The boys' mother, Brenda Perry, called state police around 4 p.m., when she could not find her sons and their grandmother, state police said.

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She said she wanted the little boys to leave daycare early because it was Alton's birthday and they were supposed to open his presents. But the little boys and their grandmother never arrived for the party.

"I wanted him to come home and play with his new toys and have a good day," Brenda Perry said.

An Amber Alert was issued around 7:30 p.m., according to state police, soon after a family member found a suicide note Denison had left behind.

Police said Denison suffered from mental illness. Brenda and her husband, Jeremy Perry, told NBC Connecticut that Denison had a gun and suffered from split personalities.

Around 9:30 p.m., two hours after the alert was issued, state police received the call that would reveal the tragic end to the Amber Alert.

A caller said a suspicious vehicle was parked near Lake of Isle in Preston and three injured people were inside the car. Two of them appeared to be children.

Troopers and EMS responded, located the vehicle and a revolver and found Denison and her two grandsons. They were pronounced dead at the scene.

The state police are investigating and the Office of the Chief States Medical Examiner will determine the cause and manner of death.

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