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Neighbours said Peter Lanza and Shelley Cudiner have lived together for around three years and recently married
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Couple left their Stamford, Connecticut, home when they heard about the shooting and have been hiding out since
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Peter's son Adam Lanza, 20, allegedly shot dead 20 children and six adults at Sandy Hook Elementary School on Friday morning
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Gunman's mother, Nancy Lanza, was among the victims
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Peter and Nancy filed for divorce on November 24, 2008, and the marriage officially ended in September 2009
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Divorce papers show financial woes contributed to the family falling apart
Sandy Hook Elementary School
It was also claimed that when Peter, who works in financial services, was told of the tragic @placeholder gun massacre that his son had committed he became visibly shaken and made frantic phone calls to try and find out what exactly had happened.