French police have still not found the UK passports of two family members who were murdered in the French Alps, adding to the mystery surrounding the case.

Saad al Hilli, a 50-year-old British-Iraqi businessman, was found dead in a bullet-riddled BMW on a mountain road near Annecy in September last year.

His wife Iqbal, 47, and her mother Suhaila al Allaf, 74, were also killed, as well as passing cyclist Sylvain Mollier.

His daughter Zainab, seven at the time, recovered after being shot and her sister Zeena, who was four, was found unhurt hiding beneath her mother’s body.

Eric Maillaud, the prosecutor in charge of the case, said: “We never found the British passports of the al Hilli couple. Investigators searched absolutely everywhere, on the bodies, in the family caravan, in the house in Claygate (in the UK).

“Given the timing (of the killings), it’s not impossible that the killer took the two passports … but that would have been tight.”

Investigators also looked for the passports in police stations, hotels and lost property offices along the route that the al Hilli family took on their holiday from the northern French city of Calais to Annecy.

“It only adds to the complexity of the investigation,” Mr Maillaud said, adding that surprisingly, Mr al Hilli had ID papers on him belonging to his late father.

The revelation came after the brother of Mr al Hilli, who was arrested in June on suspicion of masterminding the killings, admitted the pair had fallen out over their father’s inheritance but repeated his claim he had nothing to do with the murders.

Zaid al Hilli told The Sunday Times newspaper: “I have told the police from the beginning that I am an open book. I have nothing to hide.”

The 54-year-old suggested that Mr Mollier, the cyclist, could actually have been the target for the attack.

He also accused French police of failing to carry out a proper investigation and claimed investigators were covering up the real motive for the murders to protect “very powerful local people”.