Surf school owner Matthew Taylor Coleman has been detained after the bloodied bodies on son Kaleo, three, and daughter Roxy, 10 months, were found by a farmer worker in Mexico.
He had traveled with his son Kaleo, three, and ten-month-old daughter Roxy to Rosarito, Mexico.
The dad checked into a City Express hotel room on Saturday, local news reports say.
Video footage showed them leaving in the early hours of Monday morning, Mexican authorities said.
CCTV shows him returning later on Monday without the children.
He confessed to the FBI during an interview that he had taken their lives.
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