Story highlights The Somali terrorism group al-Shabaab issued a threatening statement to Kenya Wednesday

Al-Shabaab fighters held the mall for four days

Kenyan forces say they killed five terrorists and took at least 11 into custody

We're not done yet.

That was the message terrorists of Al-Shabaab gave to Kenya on Wednesday, as officials still sorted through rubble and clues left in the wake of the recent massacre that took 67 lives at a Nairobi shopping mall.

The Somali militant group handed the threatening statement to regional media, which passed it on to CNN.

For four days, starting on September 21, Al-Shabaab fighters spread gunfire and flames through Nairobi's Westgate Shopping Mall, leaving it partially destroyed, stained in blood and littered with bodies.

Members of Kenya's government were mute about what they had seen inside after emerging from an inspection there earlier this week.

JUST WATCHED CNN goes inside Nairobi's Westgate mall Replay More Videos ... MUST WATCH CNN goes inside Nairobi's Westgate mall 02:20

JUST WATCHED Kenyans still missing after mall attack Replay More Videos ... MUST WATCH Kenyans still missing after mall attack 01:24

JUST WATCHED Raw footage: Go inside devastated Nairobi mall Replay More Videos ... MUST WATCH Raw footage: Go inside devastated Nairobi mall 00:48

CNN learned that the Westgate mall attackers tortured some of the hostages.

Military doctors said militants severed hands, cut off noses and, in some cases, hanged hostages. CNN has seen photographic evidence of one dead victim with a hand amputated.

In the coming days and weeks, members of Parliament are expected to grill intelligence officials to find out more about how the attack occurred.

Forewarned?

A number of Kenya's Cabinet members and defense officials were warned about the possibility that Al-Shabaab was planning to carry out such an attack a year before gunman stormed the Nairobi mall, according to several police and intelligence sources.

The warnings were made by the country's National Intelligence Service as part of regular situational reports given to Cabinet members, the inspector general of police, members of the National Security Advisory Council and military intelligence officials.

CNN has seen an electronic version of those reports, which contain an extensive list of terror threats from several regions across Kenya over an extended period, but they also specify Al-Shabaab posed a threat to several targets, including Westgate Shopping Mall.

The news about the intelligence warnings comes amid revelations that the mall favored by Westerners and tourists was long considered a possible terror target.

Al-Shabaab made statements claiming responsibility, including saying on Twitter that it sent the gunmen in retaliation for Kenya's involvement in an African Union military effort against the group, which is al Qaeda's proxy in Somalia.

Kenyan forces killed five terrorists, and 11 others are in custody over possible links to the attacks, President Uhuru Kenyatta has said.

But an immense amount of work remains to learn how Al-Shabaab was able to pull off such a well-coordinated and brazen attack. The terror group was thought to be badly bruised by recent losses in its Somalian homeland.

Kenyan military intervention

Last year, the Kenyan military was part of a peacekeeping force that defeated Al-Shabaab forces to liberate the key Somali port of Kismayo.

Since Kenya launched attacks against Al-Shabaab in Somalia in 2011, the group has hurled grenades at Kenyan churches, bus stops and other public places.

The mall attack was the deadliest terror attack in Kenya since al Qaeda blew up the U.S. Embassy there in 1998, killing 213 people.

Terrorism experts say the attack bears eerie similarities to the 2008 siege of a hotel in Mumbai, India, another upscale target with Western appeal. Lashkar-e-Tayyiba, a Pakistani terrorist group, held the hotel for more than three days, killing 166 people.