I think they (the trio,) knew quite well that other people would be shocked, appalled, call the police, etc, in regards to the deaths of the children, but they also believed -or convinced themselves - in the supposedly imminent apocalypse, when society would fall apart, and everyone but 144k would be killed in the widespread disasters and subsequent wars, and the trio would be called by Jesus to lead, etc. Meanwhile, they could just bide their time until the call came.
IMO, these are powerful delusions that people and groups of people can fall into, however much we try to diffuse them by making fun of them.
I see the same sorts of beliefs operating around the world in many crimes, wars and atrocies. IMO, one example is the murders committed by Charles Manson through his followers.
CD is a very different, seemingly harmless character, not part mad like Manson but I think he must have been caught up in the delusion at the time. I don't believe he was inherently a serial killer, we don't have to look for bodies of other people he'd killed in the previous decades.
Does he still believe it?...IMO that depends on how willing he is to face reality, vs how strong his self-protective defense mechanisms are.
JMO