"It is a difficult case for all involved," he said, adding that the mother of the children, Evelyn - known locally as Lyn - was being looked after by family liaison officers.
"She is devastated, she has suffered this double loss.
"She is being looked after by family liaison officers who are giving her comfort and support at this time, and she does have a good network of family and friends around her but obviously this is a tragic loss that she's suffered."
Army bomb squad experts had also been called to the family home in the Windmill Hill area, after the discovery of a suspect device.
Residents were evacuated on Saturday night but the device was later found to be a hoax.
A second suspect package was sent to a "family member", police said, and this too was removed by explosives experts.
A friend of Mr Philcox, Paul Clifton, said he had been very upset by the turmoil of divorce.
"He was very, very upset by the situation to do with the courts and the access to the children, because he's going through a lot of turmoil with the divorce," he said.
"But he loved his children. It's very hard to believe he's done this."
Mr Philcox's neighbours said he had threatened violence.
Brian Philcox was a karate expert
"Last week he was actually bragging, when I walked past, he was actually saying, 'I'll burn the house before I give it... up or the kids to her'," one neighbour said.
Det Ch Insp Jones added the police were still keen to hear from anyone who might have seen the three between Friday night and Sunday afternoon in order to establish a timeline of events in north Wales and Cheshire.
He said Mr Philcox had picked up Amy and Owen from an arranged access visit on Friday, and there was a sighting of the three at Llangollen on Saturday.
Mr Philcox had told friends he planned the visit because the children were interested in trains.
Officers were alerted at about 1500 BST on Sunday by a passer-by, who found the car off a hillside road near Llanrwst, parked on a road leading from the A470 between Tal-y-cafn and Maenan.
Mr Philcox, originally from the Speke area of Liverpool, had been practising karate for more than 30 years, winning many competitions.
He also held various senior positions within martial arts organisations in the UK, and was named "Man of the Year" in 2005 in awards for local citizens in Runcorn.
This was understood to be in recognition for his charity work following the death of his first wife Jan. Mr Philcox also had other children with other partners.
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