CCTV footage from the hostel’s security cameras appears to show the attacker banging on one of the windows.
After being ushered away from the building, the suspect allegedly flagged down school caretaker, Ian Coates, who had been driving to work, and stabbed him to death.
Detectives were continuing to question the suspect on suspicion of murder, but sources said he has so far refused to cooperate and had remained silent throughout interview.
Meanwhile, locals in the Ilkeston Rd area of Nottingham, where the first murders took place, claimed they had seen the man loitering in the area in recent weeks.
One resident told the Telegraph that the suspect, who is a West African migrant, had been living in a shared house on the road but had been evicted after the property was raided by police last year.
He said that recently the man had returned to the area and would hang around in the street near his former address.
Nottinghamshire Police issued a strong denial after claims surfaced suggesting they had received reports about a man acting suspiciously in the area shortly before the tragedy.
Chief Constable Kate Meynell insisted this was not true and said her officers were continuing to keep an open mind as to the motive for the attacks.
She said: “There have been reports suggesting that police are no longer working with Counter Terrorism Policing.
“This is not the case, and Counter Terrorism Policing continues to work alongside Nottinghamshire Police.”
She added: “There have also been reports that other calls were made to Nottinghamshire Police about the suspect before he carried out the attacks in Ilkeston Rd. This is not the case.”
Police were called to Ilkeston Rd just after 4am to reports that two people had been stabbed in the street.
Around an hour later, a resident in a ground floor room at Seely Hirst House, a residential centre providing support for vulnerable people and the homeless, was disturbed by the sound of someone at the window.
Trevor Proverb, 59, who had been struggling to sleep because of the heat, said: “There was a guy all in black looking through the window. I thought he was a burglar at first.
“But he actually jumped up on the ledge and opened the top window as though he was going to try and come in.
“I got off my chair and just punched him in the face with a right-hook, which forced him down off the ledge. He looked up and walked around a bit but left.
“The security knocked on my door to check to see if I knew the man. I’ve never seen him before in my life.”
It is believed the suspect may have been living rough recently having been evicted from his rental home last year, and may have been trying to take shelter at the homeless centre.
A local delivery driver, who lives near to an address on Ilkeston Rd, raided by armed police on Tuesday, claimed he had seen a man matching the suspect’s description in the area up to four times over the past month.
He said: “He didn’t look like he worked to be honest with you, looked like a dosser. He always stank of weed.”