"We would've loved to have been there by his side at the hospital, to let him know we love him before he passed away," Sue Coleman, 67, tells PEOPLE. "This is a shock to us. We loved Gary very much. We're going to miss him."
Janet Frank, a spokeswoman for Utah Valley Regional Medical Center in Provo, would only say that an "accident" occurred in the actor's Santaquin, Utah, home on Wednesday evening, and that Coleman had suffered an intracranial hemorrhage.
Cause of Death Under InvestigationShe declined to give details, citing the wishes of Gary's wife, Shannon Price, 24, and her family. The official cause of death is still under investigation, Frank says.
"We're not pointing fingers at anyone, but we need to know exactly what happened" says Sue, a longtime nurse who lives with her husband, Willie, 71, a retired forklift driver, in suburban Illinois. "We're not angry. We're just concerned. Did our son fall down the stairs? Did he fall in the bathtub? We need to have some closure on our son's life."
Coleman and his wife had a stormy past – Coleman pleaded guilty to domestic violence in February – but Santaquin Police Chief Dennis Howard tells PEOPLE, "There was absolutely nothing suspicious about [Coleman's] death. There is no [criminal] investigation going on."
The Price family could not be reached for comment.
The Colemans believe Shannon can provide details of the accident, and tried to pass messages to her when they first heard their son was hospitalized, but to no avail. They say they also tried to contact the Price family by calling Santaquin police, which turned out to be the day he was taken off life support.
"We respect the relationship our son had with Shannon," Sue adds. "When we found out he got married, we thought, 'Well, at least he has someone in his life who he cares about and who cares about him.' We were happy about that. But it's frustrating that we haven't heard from the Price family. But it's possible they didn't even know we existed. Gary may have told her that he didn't have any family."
Longtime EstrangementAlthough the actor famously sued his parents and business manager in 1989 for allegedly stealing his multimillion-dollar fortune – a claim his parents have long denied, citing their continuous working-class life – his mother and father say their door, and hearts, were always open to their son. The Colemans, they say, had simply become entangled in the complications of their son's worldwide fame.
"Gary wanted to live his life the way he wanted to live it, on his own terms," Sue says. "And that's what we let him do. But our address and phone number haven't changed for more than 20 years. He could've gotten in touch with us any time he wanted to. We were always open to him and he knew that we loved him."
Additional reporting by CATHY FREE