Kenya's police are currently investigating claims that al-Shabab may be led by Samantha Lewthwaite (29), dubbed the "White Widow" – a British national and widow of Germaine Lindsay, the London 7/7 bomber.
The militant group claimed on their now-suspended Twitter account on Sunday that they are working closely with Lewthwaite. It is suspected that she might be among the masked attackers that are holding civilians hostage in Westgate Mall in Nairobi.
Security sources in Britain and Kenya said there was no intelligence to suggest she was among the attackers but it could not be "completely discounted" yet, according to the British National Post.
An image of a balaclava-clad white woman holding a gun had been circulating on social networks until it was taken down.
According to a Kenyan Facebook page Lewthwaite is said to be a key member of al-Shabab, the militant group that has killed 68 civilians and injured 175 in Nairobi since Saturday. She is said to be a trained sharp shooter who is "super lethal and dangerous".
Lewthwaite is an Islam convert, daughter of a British soldier, mother of three and the widow of the London July 7 bomber.
'World's most wanted woman'
According to the US CIA, she has previously managed to escape all police traps inside and outside Kenya. She was allegedly part of a terror unit that planned to stage a bomb attack in the city of Mombasa, Kenya in 2011.
A British newspaper has reported that Lewthwaite is the world's most wanted woman. The US has offered $10-million if she is captured, dead or alive.
The attacks in Nairobi began at about 1pm on Saturday when 15 heavily armed men entered the complex and opened fire as they chanted jihad slogans. According to the BBC Sunday night was relatively quiet with sporadic shooting.
It has been rumoured that a man suspected to have been involved in the Westgate attack was arrested at the Jomo Kenyatta International Airport on Monday morning. It is said that he had disguised himself and was travelling to Turkey, according to the Facebook page.
Meanwhile, Kenya's police have urged all Kenyans to be patient. "We are frayed & tired, but this is not the time to give up. All agencies are doing what must be done," they said on their Twitter page.
"The cowardly perpetrators have been pinned down in a corner and it is only a matter of time before we capture them swifltly and painfully," said Kenya's President Uhuru Kenyatta in a press briefing on Sunday evening.
He added that they have managed to rescue more hostages overnight and very few are remaining. Kenyan authorities could not be reached for confirmation of the investigation.
The Kenyan National Disaster Operation Centre said on Twitter, "This will end tonight. Our forces will prevail. Kenyans are standing firm against aggression, and we will win."
The department of international relations and co-operation's spokesperson Clayson Manyela announced that it is not aware of any South Africans that are held hostage or have died following the death of a South African businessperson on Sunday.