Authorities in the Democratic Republic of Congo have arrested two suspects in connection to last month's killing of two UN investigators, but one of the prisoners has escaped, according to a senior prosecutor.

The announcement was the first reported sign of progress in an inquiry into the deaths of American Michael Sharp and Swede Zaido Catalan, investigators monitoring UN Security Council sanctions against individuals and armed groups in Congo.

Their bodies were discovered in a shallow grave in late March, two weeks after they disappeared in the remote and sparsely populated Kasai-Central province.

Their Congolese interpreter and three Congolese motorbike drivers who accompanied them have not yet been found, according to the United Nations.

General Joseph Ponde, the army's top prosecutor, did not say when the two suspects were arrested, but said the remaining one had been transferred between facilities on April 4 - meaning the operation must have happened more than a week ago.

He referred to the one suspect in custody, Daniel Mbayi Kabasele, as an "insurgent".

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Four police officers responsible for guarding the suspects had been arrested following the escape, he told journalists.

The UN mission in Congo had no immediate comment.

Millions died in regional conflicts in eastern Congo between 1996 and 2003, most from hunger and disease, and dozens of armed groups continue to fight over natural resources and prey on the civilian population.

Hundreds have been killed and more than one million displaced since last August in central Congo's Kasai region owing to fighting between a local militia and security forces. The United Nations has identified at least 23 mass graves.

Their disappearance is the first time UN experts have been reported missing in Congo, Human Rights Watch said.