Malcolm and Jean Street, who live one door along from where their daughter shared her home with husband Simon, are said to be ‘beyond distraught’ at losing their only child.
Mrs Saxton-Cooper, 45, and Mr Saxton-Cooper, 50, were found dead after their house in Valley View Road, was destroyed by an explosion on September 20,
On Thursday, September 24, inquests were opened into both deaths.
Chesterfield Coroners Court heard that Simon, who worked as a plumber, died as a result of smoke inhalation.
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The court heard Shelley, who worked as a telesales operative, died from stab wounds to the chest.
However, toxicology tests are still outstanding. She added the pair had to be identified by dental records.
The inquest is not likely to resume until 2016.
Mr Street is thought to have attempted a rescue alongside an off-duty firefighter who lives nearby and an off-duty policeman.
Fire crews found the two bodies in an upstairs bedroom after initially being prevented from entering the couple’s home by the dangerous and unstable state of the building.
One neighbour, who did not wish to be named, said: “Even though it has been nearly two weeks, I still can’t get my head around what has happened.
“Obviously we thought the couple both died in a terrible accident but hearing that Shelley was murdered before the explosion has shocked everyone to their core.
“Her parents, are lovely people and they did not deserve to have to say goodbye to their daughter.
“They live next to the house and I cannot imagine what it must be like to wake up every day to see the place where she died.
“They are grieving privately, not many of us have seen them. I am sure they are grateful for everyone’s support – there are lots of flower tributes to Shelley outside the house – but I think they need their privacy at the moment.
Another neighbour, who lives a few doors down from the Saxton-Coopers, said: “I just really feel for the family now, they were all so tight and that’s their only child. She was the world to them and I think they are struggling to cope. I haven’t really seen them but if I was them I would also be staying in private and trying to get my thoughts together.
“I hope they know that we are all here for them though – we all loved Shelley.”