Lori Vallow Daybell's Brother Alex Cox Told Wife, 'I Think I Am Their Fall Guy' the Night Before He Died

The night before Lori Vallow Daybell's brother Alex Cox died, his new wife had a feeling that her husband of less than two weeks was keeping something from her, she testified during Lori's ongoing trial on Friday.

Zulema Pastenes — who met Lori in the fall of 2018 — became engaged to Cox on Nov. 7, 2019 and the two were married on Dec. 1 of that year. Cox died Dec. 12, 2019 of what authorities have said were natural causes. But the night before he died, his wife pressured him to tell her about unsettling things she'd observed between him, Lori and Lori's fifth husband, Chad Daybell, Pastenes testified.

The day before Cox's death, Pastenes came home from work around 7:30 p.m. and found Cox on the phone with Lori and Chad, who were telling Cox that the body of Chad's first wife, Tammy Daybell, was being exhumed.

"I was very confused about the reason why they would be exhuming Tammy's body, and I was asking why would they be exhuming her body if she died of natural causes," Pastenes testified. "And I asked [Cox] if he was involved in anything to do with Tammy's death. He said no."

But Pastenes kept trying to get her new husband to talk.

"He was very quiet and unresponsive. He said, 'I think I am being their fall guy.' I said, 'Fall guy for what? What have you done that you would be the fall guy?' I kept pressuring him because he wasn't answering me."

"He passed away the next day," Pastenes said on the stand.

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On Oct. 19, 2019, Chad reported that his 49-year-old wife Tammy had gone to bed with a cough and never woke up. Two weeks after Tammy's death, Lori and Chad married on Nov. 5, 2019, in Kaua'i, Hawaii. Earlier in the trial, Fremont County Prosecuting Attorney Lindsey Blake revealed that after Tammy was exhumed, her cause of death was ruled asphyxiation.

A medical examiner ruled in May 2020 that Cox's cause of death was bilateral pulmonary thromboemboli and the manner of death was natural, East Idaho News reports. Cox was 51.

Lori is currently on trial on accusations she murdered her two children, Joshua "J.J." Vallow, 7, and Tylee Ryan, 16, and conspired to murder Chad's wife Tammy.

Cox has always been a central figure in the investigation into what happened to Lori's children, who were last seen in September of 2019. In June 2020, the remains of Tylee and J.J. were found on Chad Daybell's Idaho property. Tylee had been dismembered and burned; J.J. was wrapped in plastic and bound by duct tape.

Cox's cell phone records allegedly placed him at the property on two dates that aligned with the last time the children were seen.

On July 11, 2019, Cox shot and killed Lori's fourth husband, Charles Vallow, 62. Cox claimed self-defense and was never charged, Local News 8 reports. Lori is now charged in connection with Charles' death as well. She has pleaded not guilty to all charges against her.

Lori's trial is ongoing. In March, it was ruled that Lori, who spent time in a psychiatric treatment facility before being deemed fit for trial, would not face the death penalty in the slayings. She faces life in prison if convicted.

Chad is also charged in connection with the deaths of J.J., Tylee and Tammy, and has pleaded not guilty, but will be tried at a separate time.

If you suspect child abuse, call the Childhelp National Child Abuse Hotline at 1-800-4-A-Child or 1-800-422-4453, or go to www.childhelp.org. All calls are toll-free and confidential. The hotline is available 24/7 in more than 170 languages.