Mexican authorities say they've detained a criminal gang leader, as well as police believed to have links with Guerreros Unidos or "United Warriors".

They're suspected of working together to kill 43 missing students in the southwest of Mexico.

(SOUNDBITE) (Spanish) MEXICO'S ATTORNEY GENERAL JESUS MURILLO KARAM SAYING:

"The former head of this group was detained some months ago, six months ago. Taking his place was his brother Sidronio who was recently arrested. The one who is under arrest was the current leader one day ago, he was the head of the organisation. The group is notorious for their danger because of the number of mass graves we've found that have been attributed to them."

The students went missing three weeks ago, after clashing with police and masked men.

Thousands marched on Friday to demand justice and answers for those missing.

(SOUNDBITE) (Spanish) PROTESTER AND STUDENT, JOSE ROJAS, SAYING:

"People are fed up and the drug cartel