* 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
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 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.
Interpol - which has joined agencies from Britain, the United States, Israel and others in the Kenyan investigation of the wrecked mall - did not say when Nairobi requested a so-called "red alert" notice for Samantha Lewthwaite, 29.
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 connection with a plot to bomb hotels and restaurants.
Interpol's "red alert" cites the previous 2011 plot.
Police in Mombasa, a tourist hub, said they were also tracking four suspected militants, following the siege of the swanky Westgate mall in Nairobi 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, driving 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 assault are unclear, including the identity of the attackers who officials said numbered about a dozen. Speculation that 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 the reports she was involved, or even that there were any women participants in the raid.
The government said five of the attackers were killed, along with at least 61 civilians and six security personnel.
Eleven suspects have been arrested in relation to the attack, but it is not clear if any took part.
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 counter-terrorism officer, who asked not to be named, also said four suspects were being tracked and added that two well-armed suspected militants killed in an August operation could have been planning a similar attack in Mombasa.
"I will be surprised if they don't link the Nairobi attackers to those terrorists we killed in Mombasa," he added.
The mall attack has dented Kenya's image as a 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. Embassy, an attack that killed 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 policemen in an assault on a 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.