(CNN) -- Timothy Jones Jr. told neighbors in South Carolina last week that he was moving his children from their home near Lexington to another state.
On Wednesday, the father of five was being held in a Mississippi jail in connection with the deaths of his children, ages 1 to 8, authorities said.
It's still unclear how or why Jones allegedly killed his children, but acting Sheriff Lewis McCarty of Lexington County told reporters Wednesday that Jones drove for several days through three states with their decomposing bodies in the trunk of his car.
It is believed he killed the children at the same time, and that the crime happened in Lexington County, McCarty said.
When Jones, 32, was picked up Saturday at a police checkpoint in Mississippi, he seemed "very strange, maybe somewhat disoriented, a little bit on the violent side," McCarty said. In the car, police found "cleaning material, they saw blood, they saw children's clothing but no children."
McCarty said Jones, who was in possession of synthetic marijuana and a drug called "bath salts," faces five counts of murder when he's returned to South Carolina.
The sheriff said Jones led investigators in Alabama to the trash-bag-wrapped remains believed to be those of his children.
The remains have been returned to South Carolina, where autopsies will be performed to determine how the children died.
"I'm a father and I'm a grandfather and in all of my years of law enforcement I have never seen a case like this," McCarty said. "We all see things in our careers that have an impact. This case has impacted every person ... who had anything at all to do with it."
Late Tuesday, Albert Santa Cruz, Mississippi's public safety commissioner, called the crime "unconscionable."
Child welfare investigation
Child welfare authorities said they had received an abuse complaint involving the children on August 7 but interviews with Jones, the children and neighbors determined there was no imminent danger, said Jackie Swindler, a representative of the South Carolina Department of Social Services.
"DSS did not see any visible signs of abuse," he said.
Authorities said Jones picked up the children at school and daycare on August 28. According to an affidavit for the child endangerment charges against him, he admitted that he forced the five children out of his car that day near a Wal-Mart store in Lexington County. Parts of the affidavit are blacked out.
The children's mother, who shared custody of the children with her ex-husband, reported them missing on September 3 after not being able to contact Jones.
He was being held in Smith County, Mississippi, on drug and child endangerment charges and is awaiting extradition to South Carolina for prosecution.
A grisly discovery
The children's remains were discovered off a dirt road in Wilcox County, not far from Camden, said Sgt. Steve Jarrett of the Alabama Department of Public Safety.
A multistate search for the children and their father involved the FBI and state law enforcement agencies. When Jones was arrested Saturday in Mississippi, a check of the National Criminal Information Center found he was wanted in South Carolina.