UPDATE 4-Kenya widens mall attack probe, alert for UK 'White Widow'
* Samantha Lewthwaite wanted in relation to 2011 bomb plot
* Identities of Nairobi mall attackers still uncertain
* Mall raid highlights reach of Somalia's al Shabaab
* Al Shabaab says killed two policemen in Kenya's northeast
By James Macharia and Matthew Mpoke Bigg
NAIROBI, Sept 27 (Reuters) - Interpol issued a wanted persons alert at Kenya's request on Thursday for a British woman who has been cited by British police as a possible suspect in the attack on a Nairobi shopping mall that killed at least 72 people.
The alert was issued as Kenyan police broadened the investigation into the weekend raid claimed by the al Qaeda-aligned Somali al Shabaab group, the worst such assault since the U.S. Embassy was bombed in the capital by al Qaeda in 1998.
Kenya said that it requested the so-called "red alert" notice for Samantha Lewthwaite, 29, on Wednesday. Interpol has joined agencies from Britain, the United States, Israel and others in the Kenyan investigation of the wrecked mall.
Lewthwaite, the widow of one of the suicide bombers who attacked London's transport system in 2005, is believed to have evaded arrest two years ago in the port city of Mombasa, where she is wanted in a plot to bomb hotels and restaurants.
Interpol's "red alert" cites that 2011 plot.
"The 'red alert' has nothing to do with Westgate. Her role in this attack is yet to be confirmed, but she is wanted on charges of possession of explosives and conspiracy to commit a felony," Ndegwa Muhoro, director of Kenya's Criminal Investigation Department, told Reuters early on Thursday.
Muhoro said she is wanted in a case related to another Briton, Jermaine Grant, whom police suspected of having ties to al Shabaab.
Police say Grant was arrested in a December 2011 raid which Lewthwaite escaped. He is on trial in Mombasa, charged with possession of explosives recovered from their apartment, and conspiracy to commit a felony, which he denies.
"We have no facts linking her to Westgate for now. If in the course of investigations these come up, we shall take action. We issued the alert after discovering evidence this month linking her to Grant and she would be charged with him," Muhoro said.
Police in Mombasa, a tourist hub, said they were also tracking four suspected militants after the siege of the swanky Westgate mall, which militants stormed on Saturday armed with assault rifles and grenades.
The mall attack has demonstrated the reach of al Shabaab beyond Somalia, where Kenyan troops have joined other African forces to drive the group out of major urban areas, although it still controls swathes of the countryside.
Al Shabaab stormed the mall to demand Kenya pull its troops out, which President Uhuru Kenyatta has ruled out.
Many details of the four-day siege are unclear, including the identity of the attackers, who officials said numbered about a dozen. Suspicion of Lewthwaite, dubbed the "White Widow" in the British press, was triggered by witness accounts that one of raiders was a white woman.
But Kenya's government and Western officials have cautioned that they cannot confirm she was involved, or even that there were any women participants in the raid.
The government said five attackers were killed, along with at least 61 civilians and six security personnel.
Eleven suspects have been arrested, but it is not clear if any took part in the attack.
Although the Red Cross lists 71 missing people, the government said it does not expect a big rise in the death toll.
Part of the Westgate mall collapsed in the siege, burying some bodies and hindering investigations, although forensic experts have started work while soldiers search for explosives. Officials said some blasts on Thursday were controlled ones.
"The army are still in there with the forensic teams," said one senior police officer near the mall.
Mombasa police said they were tracking a network of suspects linked to al Shabaab in the coastal region, home to many of Kenya's Muslims, who make up about 10 percent of the nation's 40 million people. Most Kenyans are Christians.
"We have four suspects within Mombasa who we are closely watching. They came back to the country after training in Somalia," country police commander Robert Kitur told Reuters.
Another counterterrorism officer, who asked not to be identified, also said four suspects were being tracked.
The mall attack has dented Kenya's image as a relatively safe tourist destination, damaging a vital source of revenues. But rating agency Moody's said that, although the attack was "credit negative," it would not effect foreign direct investment or a planned Kenyan Eurobond later this year.
In 1998, al Qaeda bombed the U.S. embassies in Kenya and Tanzania, killing more than 200 people. Since then, Kenya has faced other smaller attacks, many claimed by al Shabaab, particularly along the border region next to Somalia.
On Thursday, al Shabaab claimed responsibility for killing two police officers in an assault on an administrative post in Mandera county next to Somalia. The border has been closed.
Experts say the insecure border has allowed Kenyan sympathisers of al Shabaab to cross into Somalia for training.
"They are coming back because our armed forces destroyed their training ground there," said Kitur.
The coastal region also has been the target of attacks by a separatist movement, the Mombasa Republican Council, although that group has long denied it has connections with al Shabaab.
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