SHOCK:  Infant brothers Ashton and Alton Perry, who were taken from their Connecticut daycare by grandmother, Debra Denison, were found dead Tuesday night in a possible double murder-suicide.

ABC affiliate WFSB reports that Debra Denison was supposed to take the children from the Kidds & Co. daycare in North Stonington, and drive them home so Alton Perry could open his birthday presents. He was celebrating his second birthday.

The family said Debra Denison had a history of mental issues and suffered from bipolar disorder. Police found the bodies inside her car in Preston, near the Lake of Isles golf course. A .38 caliber handgun was reportedly found at the scene.