I agree Los Zetas sent a message to the Mexican authorities to back off the investigation. One might also interpret it to mean that chopping off people's heads is their usual MO.
They normally like to leave evidence of their kill.
sw
"Just before his death, Commander Flores leaked the names of two suspects in Mr. Hartleys case to an American reporter at KRGV-TV in Brownsville, Tex., lending credence to the theory that the police commanders killing was related to the inquiry.
Commander Flores told the Brownsville television station that the Mexican police were searching for two brothers, Juan Pedro Zaldívar Farias and José Manuel Zaldívar Farías, who are reputed members of the Zeta organized crime group".
snip...
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The over zealous Reporter broke the story and identified these two persons of interest. (I'm not clear if Flores' comments were on or off the record?) The brothers have been in hiding for a couple of years and the Cartel claims Flores had the wrong suspects.
IMO, Commander Flores was beheaded for fingering the wrong guys and this was a clear signal to halt the investigation.