Khuram Butt, 27, along with two other militants plowed a van into pedestrians on the iconic London Bridge and then started stabbing revellers in nearby Borough market last Saturday, killing seven people. In the film, he was seen with a group unfurling a black-and-white flag associated with the Islamic State group.
A police officer who was stabbed in the eye trying to stop the attackers with his baton said Thursday he was sorry he couldn't do more.
On Tuesday, authorities said the 22-year-old lived in East London, but was an Italian national of Moroccan descent.
A British government official who spoke on condition of anonymity because he was not authorized to speak about the investigation confirmed the details of the Italian report, and said the man had not been considered a "person of interest", meaning they had no reason to think he was violent or planning an attack. Zaghba's Italian citizenship prevented such an expulsion, Italian daily Repubblica reported.
According to the newspaper, he had recently found a part-time job at a restaurant in London.
Zaghba's mother also said her son was monitored by Italian intelligence ever since. He also worked at Kentucky Fried Chicken and used a gym in east London.
"The police at the airport called saying, "Do you know your son is going to Istanbul?"
London Bridge attacker Butt then speaks to the camera.
He received an European Union residency permit from Ireland and the couple lived there until at least the end of 2015.
The British police stated that London attack has no connections with Pakistan, reported Nawa-e-Waqt.
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London police have said all 12 people held since the attack from the Barking neighborhood, have been freed.
But his extremist views had reportedly prompted numerous people to go to the authorities.
On Wednesday, the 27-year-old's family said they were "shocked and appalled" by his actions.
French President Emmanuel Macron said a third French victim had been identified among those killed in the attack, adding: "We are paying a heavy cost in these attacks".
Butt returned to Pakistan in 2009 and 2013 on short trips, first for his brother's wedding and later to visit his own in-laws. "I don't know if it makes sense to ask for forgiveness, if it would make sense I would ask for it", Valeria Khadija Collina said during an interview at her home in Bologna, in northern Italy. I don't take his argument very seriously because I didn't want to have a clash with him.
Butt had worked for the London Underground for six months previous year as a trainee customer services assistant, Transport for London told the BBC.
Butt wore an Arsenal shirt and a fake suicide belt during his bloody spree and was later pictured sprawled on the concrete outside the Wheatsheaf pub.
One acquaintance, who said the man was a "wonderful guy", recalled the man playing football in the park with him and his children.
"We saw him many, many times around here", said Salahudeen, a 40-year-old driving instructor.
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