Santa's Children

Alice and Abby are the two daughters of Santa, the big guy, who are always the nicest, kindest,sweetest people you will ever meet but they are also the saddest because, you see as young children their mother and sister vanished.The legs lowered their heads and never again had the merry souls as before, but every Christmas the sisters wish for a sign so they know that their sister or mother is alive like perhaps bells oh yeah,the bells are something that only descendants of the Claus family can have,but these bells are special,when a descendant of the Claus family is born the bells appear when they die they vanish.But one day a messenger cloaked in velvet arrives at their doorstep and gives them a green velvet box with a white silk ribbon but before they can even say thank you he's gone.Who was the messenger?What is in the box?