The women who were killed alongside photojournalist Ruben Espinosa showed signs that they were tortured and raped before their deaths after an all-night party among friends in a middle-class section of Mexico City, authorities and one witness said.

Rodolfo Rios Garza, Mexico City's attorney general, told reporters on Sunday his office is taking into account the threats that forced Espinosa, 31, to flee Veracruz, the most violent state in Mexico for news gatherers. But he also said he is considering "several lines of investigation," including robbery — which angered advocates who claim Mexican officials often attempt to hurriedly blame a journalist's death on factors other than their work.

Espinosa was found dead along with four women on Friday night.

With his death, 14 journalists living or working in the Gulf coast state of Veracruz have been killed since Gov. Javier Duarte of the ruling Institutional Revolutionary Party took office in late 2010.

None of the cases have been conclusively solved, and Espinosa was the first to be apparently hunted down and killed in the country's capital.

On Sunday, thousands gathered at a demonstration in honor of Espinosa at the Angel of Independence monument in Mexico City. Protesters and human-rights advocates blamed Duarte for the climate of violence against journalists in his state, and called for his resignation.

"Veracruz is a place where the voices that speak against the political position and the tyranny of Javier Duarte are harassed," Dario Ramirez, director of the press-freedom group Article 19 in Mexico, told VICE News.

Thousands of news reporters and photographers gathered on Sunday. (Photo by Marco Ugarte/AP)

Authorities on Monday had not yet identified the four women who were killed along with Espinosa. Because the women's deaths are being investigated as possible femicides, protocols prevent their names from being made public yet, officials said.

But relatives and friends of the women revealed their identities on social media.

They were named as Yesenia Quiroz, an 18-year-old beauty student from Mexicali, Baja California; Nadia Vera, a 32-year-old human rights activist and cultural promoter from the state of Chiapas; a woman identified as "Nicole," a 29-year-old Colombian activist; and "Alejandra," a 40-year-old house cleaner.

All of the corpses were bound at their hands and feet, beaten, and shot in the head with a nine millimeter firearm. Three of the female bodies were found half-naked and showing signs of sexual assault.

Espinosa last communicated with loved ones in a text message saying, 'I am heading out to the street.'

The prosecutor's office is relying on the account of a witness referred to as "Esbeidi N," a woman who also lived in apartment 401 of the building where the killings took place and who found the bodies on Friday night.

What is known is that on Thursday, Nadia Vera, Nicole, and Yesenia invited five friends to the house for a party, including the photojournalist Espinosa. Esbeidi N said she decided not to take part in the gathering, since she had to wake up early the following day.

Esbeidi left the apartment around 8 am on Friday, at the same time that Alejandra, the house cleaner, arrived to clean up. The witness told officials the party was still going when she left for work.

That night, she returned home to find the door opened and the bodies of her friends lying lifeless throughout the apartment. Espinosa had last communicated with loved ones at 2:13 pm, saying in a text message, "I am heading out to the street."

On Sunday, Rios Garza declined to acknowledge whether security cameras were operating in the area around the apartment building in Mexico City's Narvarte district. Press reports identified at least nine.

The prosecutor said robbery also took place, as many of the victims' belongings, including a car, were missing. In response, human rights advocates accused authorities of trying to change the course of the case, and are demanding Espinosa's journalistic work be considered the main cause for the killings.

"Every act of violence against journalists and women has to be diligently investigated by authorities," read a statement released by Mexico City's Human Rights Commission, which also requested protection for the victims' relatives.

At the protest, signs bore slogans such as "Duarte, you're a murderer," "Duarte, resign," and "No more impunity." When pressed by reporters, Mexico City officials declined to say whether Duarte will be called in for questioning in relation to the case.

Duarte released a brief two-paragraph statement expressing sorrow over the killings, and saying he trusted Mexico City's authorities to find the culprits.

Demonstrations calling for justice for the killings were also held in Jalisco, Guerrero, Nuevo Leon, Oaxaca, and in the city of Xalapa, the Veracruz state capital where Espinosa worked covering social movements for eight years before he fled. Many protesters wore masks with Espinosa's face and held up pens and cameras.

Protesters in Mexico City then marched to the Veracruz state government house in the Juarez neighborhood. The message "Duarte, Coward Murderer" was spray-painted on an exterior wall, but by Monday morning, the message had been covered with sheets of paper and tape.