MADISON, Ind. (WHAS11) -- The small community of Madison, Indiana is truly shaken after an incident of domestic violence turned deadly.

Police confirmed that Anthony Russell killed his estranged wife Laura Russell and then killed himself. Police said they did everything they could to protect the couple, but in the end, it just wasn't enough.

News travels fast in a small town like Madison, Indiana and news of a tragedy spread even faster.

"The community is shaken by something such as this, as well we should be. It’s just, it’s a tragic ending,” Jefferson County, IN Sheriff John Wallace said.

It was a tragic ending to a horrific situation.

Police said 44-year-old Laura Russell and her husband, 51-year-old Anthony Russell has been the subjects of several domestic violence investigations.

According to court documents, one of the most recent was late August. Anthony was arrested and charged with strangulation, domestic battery, and interference with reporting a crime.

The day of the arrest, police said there was an altercation between him and Laura. Officials report Anthony tried to strangle her and when she tried to call the police, he took her phone.

"They [domestic violence calls] can be very challenging, law enforcement takes these calls very seriously such as the arrest that was made by the deputies”, Wallace said.

Soon after he was arrested, Anthony bonded out of jail.

Laura filed for and was granted a No Contact Order. But court documents show her estranged husband did not stop approaching her.

Police said she called and reported several incidents, following the court's instructions.

"I think Laura did everything right and it’s a tragic situation,” Wallace said.

On October 6th the Jefferson County Indiana Prosecutor filed additional charges against Anthony including felony stalking. He also filed a motion for a warrant to have Anthony arrested again.

Documents show Judge Michael Hensley denied the motion and ordered a summons for Anthony to appear in court the following Tuesday.

The next day, on October 7, Laura was dead.

"It is very upsetting”, Wallace said.

Police said Anthony stabbed Laura to death in her home and then turned a gun on himself. They are investigating it as a murder-suicide.

Now a community left wondering, what more could have been done.

“It’s sad that it ended like that. Somebody’s scared for their life so they have to go to the court to get help, and you're supposed to be there to protect and serve,” community member Rebecca Rice said.

Judge Michael Hensley could not be reached for comment.

For more information on domestic violence protection orders in Kentuckiana, visit the links below: