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What Alex Cox revealed days before he died and the unusual massage he gave his wife

Daybell Case

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The day after Alex Cox and Zulema Pastenes were married in Las Vegas, he offered to give her a massage.

It was Saturday, Nov. 30, 2019 in the middle of the day. Cox, a massage therapist, had never given Pastenes a massage and said they needed to go to Walmart first to buy a large plastic drop cloth commonly used for painting projects.

They purchased the item, returned to their room and he spread the cloth over the bed. Pastenes remembers lying down and quickly falling asleep.

“I was really, really (relaxed) – like when you’re trying to wake up and can’t,” Pastenes recalled. “I was thinking, ‘Why am I so relaxed and can’t wake up?’ I was in and out and could hear him talking and I was like, ‘Who is he talking to?'”

Pastenes said it sounded like Cox was chatting with somebody on the phone in the bathroom. When she was finally able to wake herself up, she asked her new husband who he had been talking to.

“He’s like, ‘Nobody. I was talking to myself,'” Pastenes said.

She took a bath and then suggested to Cox that they should watch a movie together. He was doing something on his phone and acted “super quiet.”

“Alex is usually joking and he would find a way to turn things into a joke. He was always making you laugh but he said nothing for the rest of the evening,” Pastenes said. “I asked if he was ok and he said, ‘I’m just tired.’ The fact he was quiet and said nothing – that’s so not Alex. Alex is not quiet.”

Pastenes explained the unusual events of that day to detectives from the Rexburg Police Department and Fremont County Sheriff’s Office who met with her for two hours this past April in Arizona. The interview, which you can watch in its entirety at the end of this story, was videotaped and part of several recordings, documents, videos and other files released Wednesday from the Chandler Police Department.

RELATED | Arizona police release gigabytes of never before seen videos in Daybell investigation

The department has been investigating the death of Charles Vallow, Lori Vallow Daybell’s fourth husband who was shot and killed by Cox in July 2019. Lori married Chad Daybell four months later, weeks after Chad’s wife, Tammy Daybell, died in her sleep.

Lori’s two children, Joshua “JJ” Vallow and Tylee Ryan, were found buried on Chad’s property in June 2020. The couple is facing multiple charges in connection to JJ, Tylee and Tammy’s deaths, and police reports suggest Cox was involved. Lori has also been indicted in Arizona for conspiracy to commit murder in Charles’s death.

RELATED | Messages reveal romantic relationship between Chad and Lori Daybell before Tammy Daybell’s death

The detectives met with Pastenes and her attorney Garrett Smith to follow up on earlier statements she had made to them in regards to Chad, Lori and Cox.

“At the time (of the massage), I had no question about it,” she told them. “There was not enough oil for a drop cloth (and) now I’m like, ‘Why would you necessitate a whole drop cloth all over the bed to give me a massage?’ That doesn’t make any sense to me at all … Maybe I’m just a little too crazy because of all the stuff that’s happened, but in the back of my mind I keep thinking that who was on the phone was Chad and Lori and that was supposed to be my last day.”

Pastenes doesn’t remember eating or drinking anything unusual that afternoon and said it was the only time Cox ever gave her a massage.

The deaths of Alex and Tammy

Less than two weeks later, on Dec. 12, 2019, her husband died of natural causes, according to a medical examiner. An autopsy report indicates Cox had blood clots wedged into the arteries of his lungs. He was 51.

“Like one or two days before he passed, he said to me, ‘Zulema, if anything happens to me, I want you to know that there is money in a bag in the closet and it’s for you. It’s not much but it’s for you,'” Pastenes told police in the video released this week. “I said, ‘Don’t say things like that Alex. Why would you say something like that?’ He said, ‘Just in case.'”

Pastenes explained there was a black duffle bag in the closet. Inside was a plastic Ziploc bag holding five to seven thousand dollars and next to it was headphones, a phone and a gun in a case. The phone was seized by police but Pastenes told detectives she still has the duffle bag and everything else in it.

The day before Cox died, Pastenes said Lori and Chad called her husband to tell him Tammy Daybell’s body was being exhumed from the Springville Evergreen Cemetery in Utah.

“The way they were talking – they weren’t really saying anything like they were worried or anything like that,” Pastenes said. “I (had) a feeling that this was really weird … I knew if I asked Lori and Chad about it, they probably wouldn’t say anything. But I thought if they had done anything, Alex would probably tell me.”

Pastenes told police that months earlier, Chad had said Tammy was going to die in a car accident on a trip to Utah. Tammy visited her family in Springville by herself in early October 2019, but made it home safely to Rexburg.

“Chad said she did pass away but she was taken over by an evil spirit. In the back of my mind, here I am thinking they said the same thing about Charles and then Charles ended up being shot,” Pastenes said.

Two weeks after the Utah trip, Tammy died in her sleep. Tammy and Chad’s five children said last month they were told by investigators their mother died of asphyxiation.

After Cox got off the phone with Chad and Lori, Pastenes asked if he had anything to do with Tammy’s death.

“He goes, ‘No.’ That’s it. Nothing else. I was waiting for him to say something else. So I’m like, ‘Ok…Are you going to say anything else?’ (He replied) ‘No,'” Pastenes said.

She explained to investigators that Cox “seemed so sure” of his answer that she didn’t think he was involved. She stood up and began walking away when he said something that made her stop.

“He said, ‘I think I am being their fall guy.’ I asked him, ‘Fall guy for what? What is it they are trying to pin on you? What did they do?’ He didn’t want to say anything,” Pastenes said. A few minutes later, Cox looked at her and said, “Either I am a man of God or I am not.”

The next day, Cox was dead.

Pastenes told detectives she doesn’t know if Alex made changes to life insurance policies before he died “but Lori would.”

True love or lies?

Pastenes shared with detectives that she, Cox, Chad, Lori and others closely associated with them would often use code words in conversation. “Pretty bird” was the phrase used when it was not safe to talk and “not happy Bob” was the code for when things were ok.

She said after Chad and Lori got married, they would not say where they were “for her protection” and Pastenes assumed they were in Utah when they were actually living in Hawaii. They constantly told her she was special and needed to be cared for above anyone else. Before she and Cox were engaged, Chad and Lori strongly encouraged the relationship. Chad gave her a spiritual blessing telling her to marry Cox so her “mission could be fulfilled.”

Pastenes told investigators she loved Cox and they spent hours on the phone discussing scriptures. Cox “doted” over Pastenes and she believes the two were truly in love.

“I don’t know if someone could actually fake it that well. If I didn’t love somebody, I don’t know if I could be that doting over that person. I couldn’t fake it. Maybe he could and if he could fake it, he was a really good faker,” she said.

Pastenes has spent a lot of time thinking about the events of the past two years. She told detectives that if she had moved to Idaho, like Chad and Lori pressured her to do, she isn’t sure if she would be alive today.

“I now (see) that they had a real nefarious plan to do something to me or Alex or that we were the final piece to move to Rexburg and by the grace of God, I didn’t move there,” she said. “I dodged a bullet by not moving to Rexburg. Now more than ever I think … Was Alex being true? Was he lying? Was he being told what to do? Did he really have a relationship with me (or) was he just following what Chad and Lori were telling him? … I ask myself whether these people are insane or they’re just led by evil.”

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