(CNN) The mother of two missing Idaho siblings who haven't been seen since September is not cooperating with investigators, police say.

Investigators believe that Lori Vallow, mother of missing siblings Joshua "JJ" Vallow, 7, and Tylee Ryan, 17, knows either the location of the children or what happened to them, according to a press release issued Monday by Rexburg Police. The release said police know the children are not with their mother and her husband.

Vallow has refused to work with law enforcement to help find the children and has left the state, the release said.

"It is astonishing that rather than work with law enforcement to help us locate her own children, Lori Vallow has chosen instead to leave the state with her new husband," the release said.

An attorney for the family released a statement to East Idaho News on December 23 saying that while he is in contact with Vallow and her husband, Chad Daybell, he does not have information about the children.

"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 but has not received a response. No charges have been filed.

The kids weren't reported missing for two months

Vallow married Daybell weeks after Daybell's wife Tammy was found dead in her Fremont County home on October 19. Tammy Daybell's death was initially attributed to natural causes, but authorities exhumed her remains on December 11 and now think her death was suspicious. Vallow's husband also died earlier this year, investigators said.

Police conducted a welfare check for Joshua -- Vallow's adopted son with her previous husband -- on November 26 after relatives raised concern about not hearing from him. During the welfare check, both Daybell and Vallow told investigators that Joshua was staying with a family friend in Arizona. When police returned the next day to execute a search warrant, Daybell and Vallow had fled the home, according to authorities.

Lori Vallow and Chad Daybell fled Idaho after investigators conducted a welfare check for Vallow's son.

Investigators later determined that they did not take Joshua with them when they fled and that he was not staying at the friend's house. They also discovered that neither of Vallow's children had been seen since September.

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 'strongly believe' children's lives are in danger

Police say they have learned that Daybell and Vallow told witnesses that Tylee had died a year before the death of her father, which investigators say is not true. Daybell told another witness that Vallow had no minor children, according to police. Authorities are now asking Vallow and Daybell to come forward with any information.

"We have taken every step available to us, including executing multiple search warrants, interviewing multiple sources, and running down every lead we have found," the release said. "We strongly believe that Joshua and Tylee's lives are in danger."

Police say they have not filed charges in the case yet because they are focused on finding Joshua and Tylee. "Our primary concern at this point is simply locating Joshua and Tylee and charging decisions will be made in due course based upon the evidence available," the release said. "If we find that harm was done to these children within our jurisdiction, we will prosecute whoever caused that harm."