"They feel like they don't have solid evidence right now to assume these children were in the fire," said TBI spokesperson Kristin Helm, in reference to information she received from state Bomb and Arson investigators.
"It's not to say that they weren't [in the fire], they may have been and further investigation may find that they were," Helm continued, "To air on the side of caution, as far as law enforcement is concerned, we feel like we can leave no stone unturned and follow every lead that we can to ensure they're not somewhere else."
Helm told Nashville's News 2 a neighbor last saw the children around 6:30 p.m. Sunday.
Investigators have determined Chloie was in school Friday, but her brother, Gage was not.
Helm said Leon and Molly McClaran had had custody of their grandchildren, Chloie and Gage, for five years.
She added the children lived with the McClaran's at their home located at 730 Kingdom Road in Unionville, about 45 miles southeast of Nashville.
The home was destroyed by a fire that broke out around 9:30 p.m. Sunday. The bodies of 72-year-old Leon McClaran Sr., his wife, 70-year-old Molly McClaran, were recovered on Monday, but investigators were unable to find evidence the children died in the fire.
For about an hour Wednesday, a Tennessee Highway Patrol helicopter circled the family's property and cadaver dogs also searched nearby.
Helm said nothing was found.
Officials from the Department of Children's Services told Nashville's News 2 the children's mother and Gage's father had previously been investigated by the department between 2006 and 2010.
The department, however, would not say why the pair was investigated and that the children had not been taken or placed in DCS.
Helm told Nashville's News 2 they were asked by the district attorney Wednesday morning to open an investigation into the McClaran's deaths and into the whereabouts of the two children.
TBi is awaiting autopsy results on the McClarans to determine the cause of death.