A few days after the tragedy, the Hockley's ran into Mike Murphy. His wife, Anne Marie Murphy, taught their son at Sandy Hook.

He revealed to her that -- in the terrible aftermath of the attack -- first responders found Dylan and his teacher together.

"He said that Anne Marie Murphy had been found with her arms wrapped around Dylan ... that is what we had hoped for -- in a very strange sort of way to hope for something."

"She loved him and he loved her and she would've looked after him no matter what," she says, fighting back tears. "To know that he was with her, and that he wasn't alone, that gives you a huge peace of mind ... to know that he was loved even in those last moments."