Husband wanted over murder of wife, mother-in-law found dead on train tracks Deceased ... Hong Rui Fu. A man wanted over the stabbing death of mother and daughter in Sydney's west has died after he was hit by a train in the state's Southern Highlands on Friday. The body of Hong Rui Fu, 28, was found on train tracks at Bundanoon two days after his wife, Doris Yan, 26, and her 49-year-old mother, Yu Ling Yan, were found dead in their Auburn home. NSW Police Homicide squad's Detective Inspector Angelo Memmolo said the women died after receiving multiple stab wounds. "They were stabbed numerous times as well as other injuries," Detective Inspector Memmolo said. They had significant fatal injuries. It was pretty bad. He said a witness saw Mr Fu sitting in his mother-in-law's silver Toyota Corolla near the tracks a few hours before his body was found on Friday night. "A witness had seen the male sitting in the vehicle in an agitated state at 3pm," Detective Inspector Memmolo said. Police were alerted to a body found on the tracks by a Bundanoon local about 7.30pm. The driver of the train was not aware he had fatally struck Mr Fu. Detective Inspector Memmolo said police believed Mr Fu and Ms Yan had been having marital problems prior to her brutal death in her Paul Street home. "It appears there were some marital problems between the deceased and the victim ," he said. There have been no domestic violence issues known to police prior to this or reported to police. Police had wanted to speak to Mr Fu in relation to the deaths. We wanted to question the man in relation to the murder but he was later found dead. We were trying to attempt to find him but no idea why he went to Bundanoon. Strike Force Grimson was formed to investigate the women's death, involving homicide detectives and police from the Flemington Local Area Command. The investigation was being handed back to local police to finalise a report for the coroner.