London:The suspect arrested for the murder of Labour MP Jo Cox had purchased a gun-making manual and Nazi literature from a far-right neo-Nazi group, police said, even as investigators continue to search for a motive for the brazen killing that has shocked the nation. Thomas Mair, 52, was detained on Thursday by police after the shooting and stabbing of Cox in Birstall, West Yorkshire. Cox, a former aid worker, campaigned tirelessly for Syrian refugees and was a vocal supporter of the European Union and the benefits of multicultural immigration. The Southern Poverty Law Centre, an established US civil rights group, has produced receipts and invoices bearing Mair's name which were from the neo-Nazi National Alliance group, The Independent reported. The receipts suggest Mair bought $670 in printed material from the white supremacist group, which was until 2013 one of the largest neo-Nazi organisations in the US. He appears to have purchased a handbook on building improvised weapons, explosives, and incendiaries, said the records. The receipts suggest the purchase of Ich Kampfe, a handbook written by Adolf Hitler formerly given to all Nazi Party members. Mair may also have had links to the "Springbok Club", an organisation which has defended the white supremacist apartheid regime in South Africa. That group, which is "pro-free market capitalism and patriotism and anti-political correctness", has also campaigned against the EU. It has condemned Cox's killing. Speculation has raged about the motive for the attack after a number of separate eyewitnesses said Cox's attacker shouted "Britain first" -- a longstanding far-right slogan -- during the assault. "Britain First" is also the name of a far-right organisation which recently publicly advocated "direct action" against Muslim elected officials. The group said it condemns Cox's killing. Mair also used a gun of antique appearance, eye witnesses said. Cox was shot either two or three times outside her constituency advice surgery in Birstall Library. She was left lying in a pool of blood and then taken by air ambulance to Leeds General Infirmary, where she died. The attack on the 41-year-old mother of two comes a week before a crucial referendum on whether Britain should stay in or leave the European Union. It is unclear if the killing was in any way linked to the upcoming vote. There has been speculation over whether Mair, who is unemployed, had a history of mental health problems. His neighbours described him as a quiet and caring person, who volunteered to do the gardens of the elderly. His brother, Scott Mair, said Tommy had no particular interest in politics, and was neither racist nor violent, but explained that he had a history of mental illness. "I am struggling to believe what has happened. My brother is not violent and is not all that political. I don't even know who he votes for. He has a history of mental illness, but he has had help," said Scott Mair. "I cried when I heard. I am so sorry for her and her family," the brother added. Mair had been working as a volunteer in a school for disabled children in Dewsbury, in West Yorkshire in northern England, and was obsessive about personal hygiene, according to the media. Political friends and supporters of Cox gathered in parliament square on Thursday evening for an impromptu vigil. Standing among tearful colleagues, Labour leader Jeremy Corbyn described Cox as an "exemplary MP, a real servant of democracy in every way". A second vigil is to be held on Friday night, with others also set to take place across the country. West Yorkshire police on Thursday said the incident was "localised" and they were seeking nobody else either than Mair in relation to the killing. Campaigning during the EU referendum has ceased until this weekend as a mark of respect to Cox.