Toulouse, France (CNN) -- Mohammed Merah, 23, suspected in seven recent killings, remained holed up Thursday in an apartment in the southern French city of Toulouse, more than 24 hours after hundreds of officers lay siege.
Police continued to demand the surrender of the self-proclaimed jihadist.
Merah is wanted in the killings of three French paratroopers and of three students and a rabbi at a Jewish school in Toulouse, in a string of shootings that began on March 11. He opened fire on police as they tried to break down his apartment door about 3:30 a.m. Wednesday, wounding two officers, Paris prosecutor Francois Molins said.
Wednesday evening, police switched off the street lights in the district around the apartment, leading to speculation that a new raid was imminent as talks stalled.
Three loud explosions and flashes of light erupted shortly before midnight -- but Interior Ministry spokesman Pierre Henry Brandet told CNN the blasts were meant to pressure Merah back into talks with negotiators, and police had not moved in on the apartment.
Around 12:30 a.m. Thursday (7:30 p.m. Wednesday ET), a police convoy left the scene with what appeared to be someone huddled beneath a blanket in the back seat of one of the cars. But there was no sign the siege was breaking up, and two more explosions rang out about an hour later.
Merah told French police that he trained with al Qaeda in Pakistan's Waziristan region, bordering Afghanistan, and that he planned to attack more soldiers and police Wednesday, Molins said. He said he was acting alone, the prosecutor added.
Ebba Kalondo, the senior news editor of the television network France 24, told CNN's "Erin Burnett OutFront" that the suspect had called her about two hours before police arrived at his residence and laid out details of the killings that only police would have known -- "very, very specific information" such as the number of shots fired and the shell casings left behind.
"He seemed to be very aware that a massive manhunt was under way for him," Kalondo said. "He said he wasn't scared, and that neither capture nor death scared him at all."
Hours into the siege, French President Nicolas Sarkozy spoke at a memorial service for the three paratroopers, calling their killing "a terrorist execution."
One of the victims was due to become a father soon, but "a killer without scruples decided that he would never meet the child to be born," Sarkozy said.
Earlier Wednesday, Sarkozy called on his nation "to unite together to show that terrorism will not be able to fracture our national community."
Sarkozy's office said U.S. President Barack Obama had called his French counterpart to offer his condolences and praise the efforts of French police. France and the United States are more determined than ever to fight together against terrorist brutality, Sarkozy's office said.
Merah had been under surveillance by French intelligence for years, Interior Minister Claude Gueant said.
He had "already committed certain infractions, some with violence," Gueant said.
Merah was sentenced 15 times by a Toulouse juvenile court when he was a minor, Molins said.
He was back in a Toulouse court February 24 for causing an accident with injuries and driving without a license and was sentenced to a month in jail, his lawyer Christian Etelin said on BFM-TV. He had not begun serving that sentence, Etelin said.
The attorney also said Merah went to Afghanistan two years ago.
He was sent back to France after Afghan police picked him up at a traffic stop and alerted international forces to his presence, Molins said.
The French defense ministry said Merah had twice tried to join the French military. His first attempt was in the northern city of Lille, where he was refused because of prior convictions, and his second, in July 2010, was in Toulouse, where he sought to join the Foreign Legion but left during the first round of tests.
Gueant said in Toulouse on Wednesday that he expected Merah to give himself up, but the standoff continued.
At one point, a handgun was thrown from the window of the apartment, but the minister said the suspect had other weapons, as well as a car containing more arms near his apartment.
Merah broke off communications with police late in the morning, Gueant said, but started talking again several hours later, a police officer said. The suspect was being stubborn and difficult to talk to, said Didier Martinez, a Toulouse police press officer.
Merah was born in Toulouse, said Elisabeth Allanic, a magistrate at the Paris prosecutors office. Gueant said he was of Algerian origin.
Gueant said Merah "wanted to avenge Palestinian children and take revenge on the French army because of its foreign interventions."
France has about 4,000 troops supporting the NATO mission in Afghanistan. The government has said it will pull them out by 2013.
Merah also was opposed to France's recent move to ban women from wearing a full veil, or burqa, Molins said.
Palestinian Prime Minister Salam Fayyad strongly rejected using his people as a justification for the French killings, calling them a "cowardly terrorist attack."
"It is time for those criminals to stop exploiting the name of Palestine through their terrorist actions," Fayyad said in a statement Wednesday.
The suspect belongs to a group called Forsane Alizza, or Knights of Glory, Gueant said. The French government banned the group in January for trying to recruit people to fight in Afghanistan.
The group issued a "chilling warning" on its Facebook page before it was banned this year, calling on supporters to attack Americans, Jews and French soldiers, terror expert Sajjan Gohel said.
Police tracked the suspect down via his brother's computer IP address, which was apparently used to respond to an ad posted by the first victim, Gueant said.
Imad Ibn Ziaten, a paratrooper of North African origin, arranged to meet a man in Toulouse to sell him a scooter he had advertised online, the minister said. The victim said in the ad that he was in the military.
A message sent from the suspect's brother's IP address was used to set up an appointment to inspect the bike, an appointment at which the paratrooper was killed March 11, Gueant said.
Four days later, two other soldiers were shot dead and another injured by a black-clad man wearing a motorcycle helmet in a shopping center in the city of Montauban, about 50 kilometers (30 miles) from Toulouse.
In the attack at the private Jewish school Ozar Hatorah on Monday, a man wearing a motorcycle helmet and driving a motor scooter pulled up and shot a teacher and three children -- two of them the teacher's young sons -- in the head.
The other victim, the daughter of the school's director, was killed in front of her father.
Police, who said the same guns were used in all three attacks, launched an intense manhunt and late Tuesday night zeroed in on the apartment, about 3 kilometers (1.8 miles) from the Jewish school.
Meanwhile, the bodies of the four victims in the school shooting arrived in Israel, where they were buried in Jerusalem.
"Today, all Israel is in pain and mourning over the deaths of innocent children and a dedicated father," Deputy Foreign Minister Danny Ayalon told the families as the coffins were lowered from the plane.
The teacher, Rabbi Jonathan Sandler, was born and raised in Bordeaux, in southwestern France, but pursued his religious studies in Israel. He married and had children before returning to teach at the Toulouse school, French Jewish representatives said. His sons, Gabriel, 4, and Arieh, 5, were buried with him.
The other victim, 7-year-old Miriam Monsonego, was buried separately on Wednesday.
Forty percent of French practicing Jews are buried in Israel, according to the Consistory of Paris, a group representing Jewish communities.
The U.S.-based Muslim Public Affairs Council condemned the French attacks "in the strongest terms possible," in a statement Wednesday.
The group's president, Salam Al-Marayati, said: "(We) call upon the people of France to come together and not allow their national resilience to be impacted by these acts of terror."
CNN's Marilia Brocchetto, Aliza Kassim, Dan Rivers, Stephanie Halasz, Dheepthi Namasivayam, Anna Pritchard, Kareem Khadder and Paul Colsey contributed to this report.