* Somali Islamist militant group threatens more attacks
* Kenyan Muslim cleric urges authorities not to harass Muslims
* Attack on Westgate mall showed al Shabaab's reach
* Military official downplays fresh incursion into Somalia
* Minister says no more formal reports of missing people
By James Macharia and Matthew Mpoke Bigg
NAIROBI, Sept 27 Kenyan authorities are holding eight people in connection with an attack by Islamist militants on a Nairobi shopping mall and have released three others after the assault that killed 67 civilians and soldiers, the interior minister said on Friday.
Somali Islamist group al Shabaab said Saturday's attack, which ended after a four-day siege by soldiers and police, was "just the premiere of Act 1" and suggested it would be followed by other actions by its "warriors".
As the police investigation advanced, a leading Muslim cleric urged security forces to avoid harassing Muslims in their pursuit of those responsible.
Investigators trying to determine the identity of the attackers were making "good progress" in their search through the rubble of the mall where three floors collapsed after a series of blasts and a huge blaze, Interior Minister Joseph Ole Lenku said. Five of the attackers were killed, he said, but survivors of attack have said some may have escaped.
"Police are holding eight suspects as they seek to unmask the face behind the terror attack. Three others were interrogated and released," Ole Lenku told a news briefing.
Kenyan officials have said they are investigating a theory that the Islamists may have hired a shop in the mall before the assault to store weaponry, including a heavy machine gun.
Suspects were being held under anti-terrorism laws meaning they could be held "for longer periods before being arraigned in court", Ole Lenku said, although he did not give details.
Al Shabaab, which is linked to al Qaeda, said it launched the attack to demand Kenya withdraw its troops from Somalia, where Kenyan forces deployed in 2011 to strike at the group which Nairobi blamed for attacks and kidnappings in Kenya's eastern area and coastline.
AL SHABAAB: "JUST THE PREMIERE"
The assault on Westgate mall confirmed Western and regional fears about al Shabaab's ability to strike beyond Somalia's borders. It also dented Kenya's vital tourism industry, although the finance minister said it would not have a long-term impact.
A top Kenyan military official played down reports of a build-up of Kenyan forces near the Somali border, saying that troops who had gathered near Somalia were rotating to join African peacekeepers there and replace other Kenyan soldiers.
President Uhuru Kenyatta has said Kenya will not withdraw.
Al Shabaab, which taunted Kenya during the mall raid when its militants were still holding out, issued a new threat.
"The mesmeric performance by the #Westgate Warriors was undoubtedly gripping, but despair not folks, that was just the premiere of Act 1," the group said on Twitter, @HSM_PR, a handle it often changes as its accounts are regularly suspended.
Muslim scholar Ibrahim Lethome condemned the mall attack when he addressed worshippers at Nairobi's central Jamia mosque on Friday. Muslims make up around 10 percent of Kenya's 40-million population which includes a patchwork of ethnic groups.
Some reports of the assault said militants singled out non-Muslims for killing and spared some Muslims. But Lethome poured scorn on the idea the attackers had acted in the name of Islam.
"Islam is against the killing of innocent people. Period. It is a crime," he said. He said the government should avoid persecuting Muslims as it seeks to identify those responsible.
"Sometimes the way the state operates and the government operates creates radicalisation," said Lethome. He said he had heard reports of harassment of Muslims since the attack, but did not provide details.
Kenyan and Western officials have said they cannot confirm speculation that Briton Samantha Lewthwaite, widow of one of the 2005 London suicide bombers, had a role in the mall attack. Some survivors said they saw an armed white woman.
Kenya requested a "red alert" wanted notice issued by Interpol for Lewthwaite, dubbed the "White Widow" by the British media, but said she was wanted in connection with a previous 2011 plot that was also linked by police to al Shabaab.
Ole Lenku repeated Kenya's determination not to withdraw from Somalia, saying it was a mission of "national security".
On the eastern border, residents have reported more troop activity, fuelling speculation of fresh Kenyan military action.
Kenyan soldiers, with other African Union forces, have driven al Shabaab out of the Somali capital Mogadishu and other urban areas but the group controls swathes of countryside.
A top-ranking official from the Kenya Defence Forces told Reuters fresh troops were moving in to replace existing ones.
"We have soldiers coming out of Somalia and soldiers going in, as part of the same contingent the country is contributing to AMISOM," he said, using the African Union force's acronym.
The interior minister said there were no formal reports of people still missing since the attack. The Kenyan Red Cross has previously said dozens were still missing.
There are fears the attack could hurt Kenya's economy, especially its $1 billion-a-year tourism industry. But Finance Minister Henry Rotich said economic growth in 2013 would still be 5.5 to 6 percent and plans to issue the nation's debut Eurobond would go ahead this financial year.