One theory was that one of the victims was his/their real target and the rest of the killings and shootings were cover. It may be that he had not gotten to her yet.
Had she been killed by Mohammed and Malvo, he would've regained custody of the children--remember that he had kidnapped them and took them to Antigua, but after he came back to the states, she, with the help of law enforcement, was able to get the children back. He had even gone so far as to hire a lawyer (one J. Mills, who portrays Mohammed as the victim) to get custody of the kids.
Thanks for the info about his ex-wife. There were several people killed that I've wondered about--Buchanan, the son of the retired policeman; Bridges, with ties to Farrakhan; Johnson, from Jamaica; and Franklin, an FBI analyst.