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Faith has helped Alexa and Carlos PenaVega through an extremely tough time.

The couple, both actors who married in 2014 after meeting at Bible study, recently experienced a loss when their fourth child, a daughter they named Indy, was stillborn. As they explained to Fox News Digital, their religion played a huge part in helping them get through the tragedy.

"I don't know how people do it without God because we can't explain it other than it was like supernatural peace that didn't make sense," Alexa said. "It doesn't make sense. It's beyond understanding. Because after it all happened, obviously we were devastated. It was heartbreaking. And yet we felt like God was just telling us, 'Hey, I am so sorry you had to go through this, but I am here for you, and I'm going to make a way for you.'"

‘SPY KIDS’ STAR ALEXA PENAVEGA ON LEAVING HOLLYWOOD FOR HAWAII, INSTILLING FAITH IN FAMILY

A photo of Carlos and Alexa PenaVega

Carlos PenaVega and Alexa PenaVega speak during an interview at the "Mr. Manhattan" screening at Kentucky Theater on May 22, 2024 in Lexington, Kentucky. (Michael Hickey/Getty Images for Great American Media)

She continued, "God didn't take our baby away. I think that's one of those things that, you know, things happen in life … just because you go through something bad, sometimes I hear people say like, 'I can't believe God let that happen.' I'm like, God didn't let that happen, but God is going to make a way for you to get through that."

"Just because the enemy throws fiery arrows at you doesn't mean that God isn't going to make a way. Like those arrows are still going to come at you, but he's going to provide shelter. He's going to help you with some shields. He's going to get you through the seasons. And he got us through that season."

WATCH: ALEXA AND CARLOS PENAVEGA'S FAITH HELPED THEM THROUGH FAMILY TRAGEDY

On April 15, Alexa and Carlos shared the news that she had a stillbirth. In a statement shared on both of their Instagram accounts, the couple wrote, "There are never the right words to say when it comes to loss. After a beautiful and peaceful delivery our daughter ‘Indy’ was born at rest. It has been a painful journey. But in the pain we have found peace. God continues to comfort and hold us in his arms."

In the months before, they kept fans updated on her pregnancy. Indy was their fourth child, as they share sons Ocean, 7, and Kingston, 4, as well as daughter Rio, 2.

Carlos told Fox News Digital that as for his specific experience, "I think as a husband and as the leader of the household, you know, I had to kind of remain strong for the family. And I definitely had some weak moments in there."

Carlos and Alexa PenaVega sitting next to each other behind a blue and pink background

Carlos and Alexa PenaVega have been open about the loss of their baby. (Nathan Congleton/NBC via Getty Images)

Alexa cut in to question his word choice, telling him that those moments were "not weak," and he corrected himself, saying he had "some very emotional moments."

He explained, "I think I normally don't allow myself to go there. And because I did, it actually brought us a lot closer. And, you know, grieving is OK. Like, you know, I think as men we try and stay tough."

The actor, best known for starring in the Nickelodeon series "Big Time Rush" and for appearing in the band of the same name, stressed that "it's OK to grieve, it's OK to be emotional."

One moment in the grieving process he said he would never forget happened when a friend and his wife called and left him a special voicemail days after the stillbirth. 

They sung a worship song for him.

Carlos PenaVega looks lovingly at wife Alexa in a patterned top

Carlos and Alexa PenaVega have been married since 2014. (Paul Archuleta/Getty Images)

"No one's done that for me, ever," Carlos admitted. "And just listening to the words … somebody would sit there for five minutes and sing this song for me. And I was literally, like, weeping, and I'll never forget that moment …"

After taking a brief moment to collect his thoughts, he said, "It's hard to love people. Sometimes it's hard to love God. I guess it's like, why, why, why? But when can you just let go and just sit there and surrender and let the Holy Spirit take over and just let it … that moment for me will always, always be there forever. So it's OK to let go and let God."

Alexa and Carlos have starred in a number of movies together, including Hallmark's "Enchanted Christmas" and "Love in the Limelight." Their latest movie, "Mr. Manhattan," premiered on Great American Pure Flix earlier this month.

"Honestly, we have so much fun working together," Carlos told Fox News Digital. "And this time was just the same."

WATCH: ALEXA AND CARLOS PENAVEGA SHARE DIFFICULT TIME DURING THE FILMING OF THEIR NEW MOVIE

He continued, "I mean. I always feel like when you're doing something for the kingdom, doing something like, with faith, the enemy just attacks it and just wants it to take it down. And this movie definitely had its challenges. You know, we were filming in Kentucky … it was kind of just out of nowhere. Like here we are at Kentucky, at this university. We had a bunch of college students as the crew. So we were kind of showing them the ropes, and it ended up being such a fantastic experience."

Alexa and Carlos PenaVega outside a theater with people

Alexa and Carlos PenaVega star together in "Mr. Manhattan" on Great American Pure Flix. (Great American Media)

"But it definitely had its challenges. And at the end, seeing the final result, it just made everything worth it for us."

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Meanwhile, Alexa explained that she and Carlos "elevate" each other on set, because they know each other so well, and they know what the other is capable of when it comes to their acting. Despite this, she said it was still a "harder" movie for them to make together.

Alexa PenaVega Carlos PenaVega Christian

Alexa PenaVega and Carlos PenaVega met at Bible study. (Thomas Nelson)

"It was very hard," Carlos agreed, saying that there were "about three days" that they "didn't really talk to each other" after she gave him a suggestion about his acting. He blamed his ego for the argument, but she called it "healthy conflict," which she said is important.

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Another important thing for the couple is making movies like these, as Alexa said, "I think … growing up, there were so many options [for movies] for us to watch as a family and as kids or as teenagers, and I really feel like what families have offered to them right now, it's not great. It really isn't. I think a lot of values are being lost. Kids are just exposed to some crazy stuff now, and we just want to bring back those feel-good movies."

WATCH: ALEXA AND CARLOS PENAVEGA WANT TO BRING BACK MOVIES WITH VALUES

Bill Abbott, president and CEO of GAC Media, stepped in to discuss the film as well, telling Fox News Digital, "This is really a dream movie for us with a dream couple. And, you know, we worked together a long time, and I'm just so thrilled that we're reunited and working together on a number of really exciting, thoughtful projects that are different from your typical rom-com."

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He added, "But at the same time, they offer viewers a terrific experience that combines everything faith, family, love, passion and there's no one more passionate or talented, quite frankly, than these two."

"Mr. Manhattan" is streaming now.