By now the federal task force has searched the residences of a former state representative, a former civil policeman, a former federal agent and an active-duty federal police official. Even the current president of Brazil, Jair Bolsonaro, has come under public scrutiny for his ties to both of the suspects in the killing. He and Mr. Lessa were neighbors in a luxury seaside condominium in Rio de Janeiro, and his youngest son once dated Mr. Lessa’s daughter. There is also a picture of Mr. Bolsonaro posing alongside Mr. Queiroz. (The president has denied knowing the men.)

But these could be just coincidences. More troubling is the outspoken sympathy of the president and his family for the paramilitaries.

The infamous “milícias,” in their current form, were established in Rio de Janeiro’s favelas in the late 1990s and early 2000s, under the pretext of protecting residents from drug traffickers. They are mainly formed of active-duty and retired police officers who assume control of the communities and extort money from ordinary citizens and shopkeepers. A 2013 academic report concluded that of the roughly 1,000 favelas in the city, 45 percent are controlled by militia organizations and 37 percent by drug gangs.

During his 27 years as a congressman, Jair Bolsonaro repeatedly supported death squads and militias. In 2003, he said, “As long as the state does not have the courage to adopt the death penalty, those death squads, in my opinion, are very welcome.” In a 2008 interview, the future president of Brazil declared that the government should support militias and potentially legalize them, since they “offer security and in this way they can maintain order and discipline in their communities.”

It runs in the family, apparently. Mr. Bolsonaro’s eldest son, the senator Flávio Bolsonaro, was recently revealed to have connections to a former military police captain, Adriano Magalhães da Nóbrega, the purported head of the Crime Bureau. (The ex-police officer is now a fugitive from justice.) Both Mr. Nóbrega’s mother and wife were employed for years in Flávio Bolsonaro’s office when he was a Rio de Janeiro State lawmaker. In a news release, Senator Bolsonaro claimed that the women were hired by someone else and that he was the victim of a smear campaign. But he also praised Mr. Nóbrega twice in Rio’s Legislative Assembly for his work as a police officer, awarding him the highest honor granted by the assembly — the Tiradentes Medal — while he was still in jail on a homicide conviction. (The murder victim was a favela resident who had just denounced crimes of torture and extortion allegedly committed by his police squad.) Incidentally, when Mr. Nóbrega was found guilty and sentenced to 19 years in prison, Jair Bolsonaro, too, came to his defense in the Congress, saying he was a “brilliant officer” and demanding a review of the conviction. (Mr. Nóbrega was eventually acquitted on appeal.)