TENERIFE—A father allegedly killed his two young daughters at his house before dumping their bodies at sea off the Spanish island of Tenerife, according to a preliminary judicial investigation published on Saturday into the case which has shocked the nation. The disappearance of the girls prompted angry demonstrations in cities across Spain on Friday. “All Spain is shocked, all our support for the families whose pain is absolutely unbearable and unimaginable,” Prime Minister Pedro Sanchez said on Friday during a visit to Costa Rica. Tomás G., who is missing, is the main suspect in the disappearance of Olivia, 6, and Anna, 1, after he failed to return the girls to their mother as agreed at the end of April. A court issued an international warrant on Saturday for his arrest on suspicion of two counts of aggravated homicide and one of domestic violence. The suspect killed the children at his …