The Tokarev pistol he used to carry out the shooting, according to reports, may have been used in other extremist attacks in the past, and could provide leads about possible accomplices.
Meanwhile, there was confirmation from officials in Yemen that Cherif and Said Kouachi, who murdered 12 people in the attack on the offices of Charlie Hebdo, had been trained at Marib, a stronghold of al Qaeda in the Arabian Peninsula (AQAP).
The brothers, it was claimed, had held meetings with Anwar al-Awlaki, the influential American-born jihadist ideologue, during the same visit to Yemen in 2011.
Cherif Kouachi had told a television station he was fulfilling the mission he had been sent by AQAP to carry out in France, and finances had been provided by Awlaki, the "Bin Laden of the internet" who was later tracked down by the CIA and killed in a drone strike.
Amedy Coulibaly defended the attacks on the satirical newspaper and the Jewish store in the video. Photo / AP
The brothers were not put under observation by Yemeni security forces, an official in Sanaa said, because neither the French nor any other Western country had raised any concern about them.
It was also claimed that Cherif Kouachi, who was in Sanaa in 2009, purportedly to study Arabic grammar, met and may have shared a room with Umar Farouk Abdul Mutalab, the "underwear bomber" serving a life sentence after being convicted of attempting to bring down a passenger jet over Detroit.
The French security services had ended surveillance of the Kouachi brothers and Coulibaly because they were no longer considered to be a threat - one of a series of decisions which are now under scrutiny.
Questions are also being asked about why officials said Coulibaly's girlfriend, Hayat Boumeddiene, was with him during the storming of the kosher grocery when, it now seems highly likely, she had already fled the country.
Boumeddiene, 26, is believed to have flown to Turkey via Spain, and then entered Syria. According to Turkish officials a woman fitting her description was spotted in Istanbul and then disappeared. There is little chance of her being captured if she has found refuge with Isis across the border.
Amedy Coulibaly sits before the black and white flag used by some Islamic militants. Photo / AP
The seven minutes, 18 seconds video featuring Coulibaly, who was shot dead when police stormed the shop, was released on Twitter by Isis.
In it he swears allegiance to Caliph Ibrahim, one of the names taken by Abu Bakr al-Baghdadi, the leader of Isis. Some of the video appears to have been recorded after he and the Kouachi brothers had begun their murder spree.
Speaking in front of an Isis flag, Coulibaly defends the attack on Charlie Hebdo and the Jewish store. Switching between fluent French and halting Arabic, he talks of working with the Kouachis. The video also shows him doing pushups, and features automatic rifles, pistols and ammunition.
Terror co-operation a first
This is supposedly the first time that followers of al Qaeda and Isis, rivals for the leadership of Sunni Salafist militants, have worked together in attacking targets in the West.
Although the Paris plot may have been a jihadi marriage of convenience, AQAP has been making determined efforts to develop ties with Islamists from Europe and North America fighting in Syria and Iraq.
Coulibaly says: "The brothers of our team were split into two groups. I was the one who went against the police. If we did things a bit together and a bit separately, it was to have more impact."
He continues: "I helped him [Cherif Kouachi, it is believed] in his project by giving him a few thousand euros so he could finish off what he had bought. We managed to synchronise to go out at the same time so we don't cause each other any problems as we are sought over the same affair."
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Coulibaly gave his justification for the Paris killings and threatened further vengeance.
"It was perfectly legitimate, amply deserved. If you attack the caliphate and the Islamic State, you will be attacked. You and your coalition bombarded regularly over there, civilian and fighters. We will not allow it. We have scoured the mosques in France, mainly in Paris. There are thousands of sporty young men, they will join us and fight."
Apparent contradictions
The seeming contradiction of the gunmen's affiliations has raised questions about the connections among the three French attackers, whether they acted with the direct involvement or knowledge of the networks, and whether their friendship allowed them to put aside the rift between the groups.
The Islamic State group does not co-operate with al Qaeda's militants and actually fights them for territory in a side conflict of Syria's civil war.
Experts have cast doubt over whether the attacks could have been co-ordinated by the rival groups. Though Cherif Kouachi was convicted on terrorism charges in 2008, and his brother Said is believed to have trained and fought with al Qaeda forces while in Yemen, no evidence to date has emerged as to whether Coulibaly even went to Syria or Iraq, where Isis holds territory.
Since Isis broke with al Qaeda last year, militants from the two groups have been locked in a bloody struggle in Iraq and Syria, where Isis claims leadership of a universal caliphate of all Muslims and leadership of global jihad.
The two groups have fought each other in battles that have left hundreds dead on both sides.
"It would be a massive surprise," said Peter Neumann, director of the International Centre for the Study of Radicalization at King's College London.
"The idea that (the two groups) would consciously collaborate on operations abroad seems far-fetched.
"If anything, the most likely scenario is that there was some sort of playing off each other. Maybe - if there was synchronising - it happened at the grassroots level."
Coulibaly's attack was far less professional, and appeared to be more spontaneous.
"He seems to be the prototype of the young, disengaged French Muslim who suffers from this sense of alienation, and then comes (to support an) ideology that makes him feel important, clear-cut and gives him purpose and orientation."
Timothy Holman, a researcher at the S Rajaratnam School of International Studies (RSIS) in Singapore, said the attackers represented who they wish to be perceived as representing, and had personal ties that likely surpassed the rivalries between the core extremist leadership abroad.
The Kouachis' link to Yemen also existed before the rift between Isis and al Qaeda.
The friendship among the gunmen "predates their militant engagement, and they are fighting as much for each other in some ways as the groups," Holman said.
"In my opinion, their loyalty is first to their friends and family in the jihadist environment and then to the group. If Coulibaly's primary loyalty was to (Isis), it is unlikely he would have acted at the same time as the Kouachi brothers."
Extremists encouraged to act on their own
In their internationally aimed propaganda magazines, both extremist groups promote the idea that overseas attacks need not have organisational links to the main leadership, and that "mujahedeen," or holy warriors, should take matters into their own hands.
Thousands of young people from Western Europe have headed to the war zones in Syria and Iraq to join extremists.
Lawyers and family members of some of those who have gone say many have only a hazy sense of who will meet them when they arrive. But security officials fear that they will return home with new training in warfare, nursing old grievances.
Though a member of al Qaeda's branch in Yemen said anonymously on Friday that the group had directed the Charlie Hebdo attack, the group has not issued an official statement on the matter. Its senior cleric praised the operation but also stopped short of claiming responsibility directly.
Regardless, even if the al Qaeda group did not know about the attacks in advance, jihadi fighters in the Middle East have a natural interest to claim such violence and present a unified front to adversaries - even if it sometimes goes against local positioning.
Aymenn al-Tamimi, a British-based expert on militant groups in Iraq and Syria, suggested the claims of loyalty to the rival jihadi groups aimed to stir up fears of militants uniting to fight the West.
Al Qaeda in Yemen may reject the Islamic State's declared caliphate, he said, "but they have stressed the necessity of supporting each other against the common enemy - which is, of course, the West."
Perhaps, al-Tamimi said, it was "to play on a bigger fear that the West has - that al Qaeda and (Isis) would come together for an attack".
- Independent, AP