Devastated friends said the Kelseys had been "doing great" recently and have been left utterly shocked by the tragedy.
Officers had been alerted to their family car early on Saturday morning, after it was spotted parked on a highway with the hazard lights on.
When officers arrived, they found Daniel and Heather unconscious on an embankment by the side of the road. Three boys, ranging in age from eight months to four-years-old, were in the car unharmed.
Their parents were rushed to hospital but could not be revived. A post-mortem is being carried out to establish the cause of death.
But police are confident at this stage that no foul play was involved. An investigation continues.
Jerrell Jackson, a friend of Daniel's, told the News Journal: "I can tell you Dan was a loving, devoted father (who) did anything for his kids.
"I loved Dan like a brother ... every time you saw him, you saw his kids.
"Unbelievable. This is so unreal."