(CNN) -- It should have been little Alton's big day.
He was turning 2, and grandma was bringing him and his baby brother, Ashton, home from day care to celebrate.
That's where it all apparently went wrong.
Connecticut State Police say the grandmother, 47-year-old Debra Denison, killed the boys and then herself Tuesday in Preston, Connecticut.
The boys' mother, Brenda Perry, called police around 4 p.m. ET Tuesday to say she could not find the boys or her mother, who Perry said had a history of mental illness, according to CNN affiliate WFSB-TV in Hartford.
"She sounded fine; she was planning on picking them up and bringing them back to my house," Perry told the station. "That was the last we heard from her."
Police found the three Tuesday night after a 911 caller reported seeing a vehicle with three injured people inside that matched one mentioned in an Amber alert issued that afternoon.
All three were dead of gunshot wounds, WFSB reported.
Police found a suicide note in the vehicle but haven't said what was in it, WFSB said.
After the bodies were discovered, WFSB reported, Perry posted to her Facebook page, "God has two beautiful angels helping him now."
By Stephanie Gallman and Michael Pearson