PARIS—Days before the slaying of a priest in Normandy this week, French authorities received a photo of one of the killers from a foreign intelligence service, who warned the man had threatened to carry out an attack on France, according to officials familiar with the investigation.

But French authorities failed to make the link between the man in the photo and Abdel-Malik Nabil Petitjean, the 19-year-old Frenchman who was formally identified by prosecutors on Thursday as the accomplice of another French citizen, Adel Kermiche,...