BOISE, Idaho—Prosecutors in Idaho say they will seek the death penalty against a man in the killing of his wife’s two youngest children and the husband’s previous wife in a convoluted case involving doomsday religious beliefs and another suspicious death in Arizona. The prosecutors made the announcement in court filings on Thursday, saying that all three murders were especially heinous and cruel, that they were done for financial gain and that Chad Daybell exhibited such a propensity for killing that he is likely to be a continuing threat to society if he is allowed to live. In Idaho, Lori Vallow Daybell and Chad Daybell are each charged with conspiracy, murder and grand theft in connection with the deaths of 7-year-old Joshua “JJ” Vallow and 17-year-old Tylee Ryan. The children were missing for several months, during which police said the couple lied about the children’s whereabouts, before their bodies were found …