Sources privy to the investigations said that 49-year-old Headley had told his friends in India that he was coming to the country in November for his business.
Headley's messages to his friends, who have recorded their statements before the National Investigation Agency, stopped in the last week of September, barely a few days before he was arrested by the FBI at O'Hare airport in Chicago on October three last year, the sources said.
After recording the statements, the sleuths believe that since Lashker had postponed its planned terror strike on Danish newspaper Jyllands-Posten because of international pressure following 26/11 attacks in Mumbai, Headley, who was arrested just before he could board a plane for Philadelphia en route to Pakistan, was coming to India for finalising the next target.
The friends, which included some women, told the investigators that Headley was constantly in touch with them from the US and before being arrested he had said that he was coming to India and that they will have a get-together.
According to the documents shared by the FBI, Headley had been asked by his handler, a Pakistani Army official, that he should wind up his office -- First World Office -- in Mumbai and "open up a new business centre in Delhi to be used as a cover for future activities".
The travel details of Headley, who is now turning out to be the globe-trotting prize asset of Lashker-e-Taiba, was being examined by various agencies, the sources said.
The investigators believe that the last visit of Headley to India in March last year may have been to finalise synchronised terror strikes on Jewish houses located in five cities.
Piecing together the travel trail of Headley during his visit to India in March last year, the investigators were of the opinion that the US terror suspect was scouting only the Jewish targets including the El Al airlines office here.
Headley had carried out reconnaissance of the office of Israeli airlines El AI located at Cuffe Parade in Mumbai in March this year before moving to the national capital where he chose to stay in a small hotel in Paharganj area.
The security agencies carried out the recce of the area and found a Chabad House, barely 300 metres from the hotel -- De Holiday Inn.
From Delhi, Headley travelled to Pushkar in the outskirts of Ajmer in Rajasthan where he insisted on a room opposite a Jewish prayer centre claiming he was a Jew and wanted "holy sight".
After staying there for three days, Headley moved to Goa where he stayed at a guest house located in Anjuna village along the coast of Arabian sea before proceeding towards Pune where he scouted the area around Koregaon Park.
Headley, who was born to a Pakistani father and whose earlier name was Daood Gilani, has been charged by the FBI with conspiring in the audacious Mumbai attack of last year which left over 160 people, including six foreigners, dead.
On the Indian side, the National Investigating Agency (NIA), which was formed in the aftermath of 26/11, was probing the role of Headley and his Pakistani-Canadian accomplice Tahawwur Rana.