I suddenly thought: "who would be really good at stealing a vehicle? A GOOD MECHANIC!"
I wonder if he stole a vehicle, maybe an older one, a bit of a beater, that didn't make much of a ripple when it was gone.
Or maybe he had his wife and/or mother drive him up to Tennessee and dropped them off at a motel for the night under some pretext. He had a spot picked out, an unused road about three miles away, where he left the vehicle parked for the night.
He spent the night at the Bain house and left with Jo Ann and the girls in their Durango in the morning. He either drove them or forced Jo Ann to drive them to the waiting vehicle (wouldn't be difficult to do if he had a weapon and was threatening one of the girls).
Then he killed Jo Ann and Adrienne, loaded them into the trunk or the back of the pickup or whatever with coverings, and took Alexandria and Kyliyah with him as he picked up his wife and/or mother.
The above is PURELY SPECULATION.