A Mississippi man who was executed last month for the fatal shooting of his wife confessed to another killing before the execution, said a prosecutor Monday. David Neal Cox, 50, told his lawyers that he allegedly killed his sister-in-law, Felicia Cox, about 15 years ago and gave instructions where her body was located, said prosecutor John Weddle in a Monday news conference. Cox had penned a letter to the district attorney’s office that provided the location, and it was hand-delivered by the Office of Capital Post-Conviction Counsel two days after Cox was put to death. Cox had agreed to the confession shortly before his death, according to the Office of Capital Post-Conviction Counsel in a statement. “Mr. Cox felt deep remorse and wanted to bring closure to her family,” the agency said in the statement Tuesday. It’s not clear if the remains were located yet. The Pontotoc County Sheriff’s Department, DA’s Office, and staff …