The moment their dad drove up with a police escort, the daughters of Metro-North crash victim Ellen Brody knew something horrible had happened.

“He drives home and we see, like, two police cars right behind his car,” high schooler Alexa Brody tells NBC's "Today" show. “When he came in, he was like, ‘She’s gone.’”

Brody was killed when a Metro-North train struck her SUV on the tracks in Westchester’s Valhalla in February. Five passengers, all men, also died aboard the train when the third rail pierced the first car and started a fire.

Alexa and her two older sisters, Danielle and Julia, sat side-by-side in the Edgemont home their mom and husband, writer Alan Brody, raised them in as Matt Lauer interviewed them.

“I remember that night we all slept together,” Julia tells Lauer. “It was hard.”

At his wife’s funeral, Alan Brody suggested his wife became confused that tragic night and was not familiar with the crossing when the train came barreling through.

He lamented that he couldn’t somehow rescue her that horrible night.

“I always tried to be there for her,” the author and journalist said at the service inside the 49-year-old woman’s beloved Chabad of the Rivertowns synagogue in Dobbs Ferry.

“I generally succeeded, but on that night, I wanted to be her superhero,” he said, according to The New York Post.

“Only God knows why I couldn’t be there to save her.”

Ellen Brody was heading home from her job in a jewelry store in Chappaqua when the collision happened.

She would have turned 50 this past Friday. The night before, at the Cutting Room in Manhattan, hundreds attended The Farewell to Ellen Memorial Concert in her honor.

Her husband wrote on the invite: “This is a moment to comprehend the tragedy that took Ellen and many others from us.”