AT THE TIME it did not seem of great significance: when a smart blonde and her young son were snatched outside his school in Belgrade by a group of armed thugs, who quickly ran away as police arrived, only a few inquiries were made and the case was quickly dropped.

Yesterday as Zoran Djindjic, Serbia’s assassinated prime minister, was buried after a service that drew up to 500,000 people onto the streets of the city, investigators were looking again at the incident. The woman was Djindjic’s wife Ruzica and the men who grabbed her were bodyguards of General Ratko Mladic, the Balkan war criminal.

While she and her son Luka, 10, were held the men used her mobile phone to tell her husband: touch us and your family will suffer. Djindjic told his security chiefs he did not think the warning — clearly from Mladic, the so-called Butcher of Bosnia — was serious, in a country where politicians receive threats almost daily.

A link between the killing of the prime minister by a sniper outside parliament and Mladic, one of the two men most wanted by the International Criminal Tribunal in the Hague, now looks increasingly likely.

Mladic, the former Bosnian Serb commander responsible for the massacre of up to 8,000 Muslims at Srebrenica in 1995, is known to be close to a former paramilitary commander and underworld supremo known as Legija and thought to have been behind the assassination.

The investigators believe Legija could now be on the run in Bosnia, using the same military and police networks established by Mladic to evade capture. Legija — whose real name is Milorad Ulemek — knew Mladic from the Bosnian war, where he commanded some of the most fearsome Serbian paramilitaries dispatched by the Yugoslav leader Slobodan Milosevic to help shore up the general’s Bosnian Serb forces.

Both men had reason to feel Djindjic had betrayed them by preparing to hand them over to the Hague. Legija, in particular, felt Djindjic owed him favours: he went over to the future prime minister’s side when Milosevic was overthrown in 2000 and led the snatch squad that arrested the former president.

Even after an attempt on his life last month when a lorry veered towards his convoy on the motorway outside Belgrade, Djindjic believed he could keep Legija and his mob in check.

Although Mladic may have encouraged Legija and helped him to escape, investigators believe the operation was probably funded by one of the drug-running gangs that Legija helped to protect, and was sanctioned by political forces determined to reassert the old order.

Several diplomats believe police should probe the links between the Zemun clan — the gang targeted by the government over the past few days — and its political warlords in the ultra-nationalist Radical party, whose leader, Vojislav Seselj, turned himself in to the Hague last month. Seselj had warned there would soon be blood on the streets of Belgrade.

Recent police operations ordered by Djindjic may have helped Legija make his move. Last month a joint Serbian and Bosnian Serb swoop on a warehouse near Tuzla, in Bosnia, uncovered 160 barrels of a chemical that could be used to make heroin worth more than £1m. It was said to belong to Legija.

Since Djindjic’s murder police have rounded up a large number of members of the Belgrade underworld. The police have 30 days to learn what they can from the likes of Jovica Stanisic, Milosevic’s former secret police chief, and Frenki Simatovic, Legija’s predecessor as commander of the Red Berets.

In another raid last night Mladjan Micic, nicknamed “Rat” and one of the leaders of the Zemun gang, was captured with six of his men in a village southeast of Belgrade. A quantity of weapons and several luxury cars were also seized.

Sources close to Legija said he would soon make a statement proclaiming his innocence.

Born in 1962, Legija graduated from music school — he plays the cello to concert standard — and made his mark in 1985 by robbing a sports shop. He fled Yugoslavia and joined the French Foreign Legion. On returning in 1991 he fought with Arkan’s Tigers, one of the most feared ethnic cleansing units in Croatia and Bosnia, and soon graduated to the Red Berets’ special operations unit.

Legija probably helped Mladic in the Srebrenica operation; he is also wanted by the Hague in connection with several massacres in Kosovo in 1998 and 1999, including at Suva Reka and the Racak killings that brought Nato into war with Yugoslavia. He is blamed, too, for a botched assassination attempt on Vuk Draskovic, the opposition leader, in 1999.

As the tide turned against Milosevic, Legija moved towards the Djindjic camp. It has never been revealed what Djindjic promised in return.

The pair had been at loggerheads since Djindjic appointed a prosecutor to round up underworld figures last year. His government drew its illicit support from the rival Surcin clan.

Djindjic’s Democrat party has named Zoran Zivkovic, a deputy leader, as his successor in a sign that it intends to continue his pro-western policies.

Draskovic, among mourners at what was the biggest funeral procession in Belgrade since the death of Josip Broz Tito, the former Yugoslav communist leader in 1980, was pessimistic about the future. “I’m very afraid of further possible actions by the mob,” he said.