KPRC reports that one daughter died at the scene, while the other died at a nearby hospital. Jason Sheats was not hurt.
>> PREVIOUS STORY: Texas mom killed by police after fatally shooting 2 daughters
In the first 911 call, which reportedly came from Madison's phone, Jason Sheats pleaded with his wife while their daughters screamed, according to KHOU.
"I'm sorry," Jason Sheats said. "I promise you whatever you want, I will ..."
Cries of "Please! Forgive me! Please! Don't shoot!" and "Please don't point that gun at us" can also be heard in the background.
>> Listen to the audio (WARNING: GRAPHIC CONTENT)
In the second call, which came from Taylor's phone, a woman sobs over the commotion.
The third call came from a neighbor, KPRC reports.
>> PREVIOUS STORY: Report: Texas mom who shot, killed daughters had history of mental illness
"We need an ambulance right away," the caller said. "I have people. I believe they're ... shot."
He added, "There's a lady with a gun. They're lying in the street, in the middle of the street."
When Sheats left to reload, the caller said, "She’s going inside the house now; it looks like she’s going to look for more bullets."
When she returned a moment later, he added, "Oh! She shot her again, from the back, she’s trying to run. … She’s shooting again, they’re running down the street.”
The Houston Chronicle reported Tuesday that police had been called to the home three times for suicide attempts and 11 times for other issues since 2012.
Family friend Madison Davey told the Chronicle on Tuesday that Sheats, who recently had gotten back together with her husband after a separation, had spent time in mental hospitals.
"Christy was not mentally stable, and mental illness is a serious issue," Davey said.
>> PREVIOUS STORY: Texas mom kills daughters: 5 new developments in the case
Meanwhile, the victims' grandmother wrote on Facebook that Taylor had planned to marry Juan Sebastian Lugo, her longtime boyfriend, this week.
"They were to be married Monday. And later again after graduation from college with a big wedding," Ann Sheats Wooten wrote.