CHICAGO (CBS) — Two little girls who were the subject of an AMBER alert after they were abucuted by their father have been safely located.

Police Chief Mack Sanders said the girls were at their grandmother’s house in Harvey. The were taken to the Markham police station.

The alert was issued Wednesday night for 2-year-old Jordyn Washington, a girl, and 3-year-old Lynn Roby, a boy. Police said they were taken by their father, 46-year-old Lynn Washington, around 2 p.m. Wednesday.

Lynn Washington has not been found, police said Thursday afternoon.

A protective order issued on Nov. 30 barred Washington from having any contact with the children, but police said he picked them up from a family friend about 12 hours after their mother, 27-year-old Lakisha Robie, was killed in a shooting at a BP gas station at 167th and Pulaski.

Lakisha Roby

Police said the friend did not know about the protective order.

Markham Police Chief Mack Sanders said Robie and Washington argued in a car shortly before she was shot.

<img class=”size-full wp-image-883663″ src=”; alt=”” width=”420″ height=”224″ /> Three-year-old Lynn Roby, 2-year-old Jordyn Washington, and 40-year-old Lynn Washington are the subject of an Amber Alert. Police said the boy and girl were taken by their father Wednesday afternoon, hours after their mother was shot and killed. (Credit: Illinois State Police)

Police said Washington is a person of interest in Robie’s death, and they want to question him about the shooting. They said Washington should be considered armed and dangerous.

Sanders said the potential danger was clear

“The children’s mother is deceased now for one. For two, he has an active order of protection that he knows about. For three, he went and got those kids when he wasn’t supposed to have them period.”