Raigar, who is lodged in the Central Jail here after he hacked and burnt to death Mohammad Afrazul from West Bengal in December last year, named the inmate as Vasudev, an accused in the NDPS Act.
Vasudev hails from West Bengal, claimed Raigar.
In one of the videos, Raigar claims that the issue of "love jihad" has become "serious" and accuses the West Bengal government of not doing enough about it.
"It would be looked into how Raigar got access to a mobile phone and how he made the videos. We have lodged an FIR and are investigating the matter," he said.
Raigar had killed Afrazul while, in a video, ranting against "love jihad", a term used by sections of Hindu activists to describe marriages between Hindu women and Muslim men.
In the latest video, Raigar said he was "infuriated" over a "jihadist comment", targeting Hindu women, and that was why he had killed Afrazul.
According to a preliminary investigation, Raigar could have used the cell phone of another inmate, but the jail authorities have failed to recover a mobile from the said inmate.
Jail Superintendent Vikram Singh said they were investigating the matter and had also reviewed the security of Raigar.
Singh said the presence of mobile phones inside the jail was a "serious matter" and added that the prison authorities were trying to find out how the phones were making their way into the prison.
His act of killing Afrazul and latter filming the act with the help of his teenage nephew had created a nationwide outrage.
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