New York (CNN) -- Faisal Shahzad made a practice run in Manhattan the day before he allegedly tried to blow up a car bomb in Times Square, according to a law enforcement source with knowledge of his questioning.





Last Friday, Shahzad drove his white Isuzu from Connecticut through Times Square, where he staked out potential locations for the following night's planned attack, the source said. He then parked the Isuzu several blocks away from Times Square, though the precise location was unclear, and took a train back to Connecticut, the source said.





On Saturday night, with his recently acquired Nissan Pathfinder loaded with his makeshift explosives, Shahzad drove southbound along Manhattan's East River on FDR Drive to the 49th Street exit, the source said.





Shahzad then pulled over and reached into the Pathfinder's rear compartment where he attempted to set into motion the process needed to set off the homemade bomb, the source said.





The source, who did not explain how Shahzad had attempted to set off the bomb, said he then took a number of turns and wound up entering Times Square by driving south down Seventh Avenue. The source said Shahzad told investigators he turned right onto 45th Street toward Eighth Avenue because he saw a place to pull over.





It's unclear why Shahzad left the Pathfinder's engine running and hazard lights blinking.





But because of an incredible goof, Shahzad couldn't use his escape car. He had accidentally left the keys to that vehicle in the Pathfinder that he thought was about to blow up, the source said.





He apparently went to a train station, where he boarded a Metro North train back to Connecticut.





Another law enforcement source said investigators found a train receipt used by Shahzad that is stamped about 7 p.m., a half hour after a witness notified authorities that the car in Times Square was filing with smoke.





Sources say investigators believe he ran to catch the train that pulled out around 7 or 7:15 Saturday night.





The source added that police investigators have discovered a surveillance video of Shahzad walking in Shubert Alley -- which runs between 44th and 45th Streets just west of Broadway -- moments after witnesses saw the smoky SUV. In the video he is wearing a white baseball cap.





Efforts also continued Wednesday to determine what may have motivated Shahzad. An official familiar with the investigation said Wednesday that Shahzad felt Islam was under attack.





Any grudge Shahzad may have held against the United States appears to have developed recently, according to a senior U.S. official who is familiar with the investigation but not authorized to speak publicly.





The investigation has found nothing to indicate that Shahzad had any long-standing grudge or anger toward the United States, the official said.





"What we know is, the dynamic appeared to have changed in the last year," the official said.





Investigators have not determined whether Shahzad had any training from Pakistani groups in anything, the source said.





Additionally, the official suggested, detentions in Pakistan have been carried out to collect information and not because officials had reached any conclusions about their guilt or ties to any groups.





"They are reaching out to people, bringing them in and doing their due diligence, but 'arrest' suggests a strong connection to the guy. While anything is possible, they haven't arrived at any conclusion," the source said.





Authorities in Pakistan have rounded up a number of people for questioning, as U.S. law enforcement sought Wednesday to piece together the actions and motivations of Shahzad.





Iftikhar Mian, the father-in-law of Shahzad, and Tauseef Ahmed, Shahzad's friend, were picked up in Karachi, Pakistan, on Tuesday, two intelligence officials said.





An intelligence source said Wednesday that Muhammed Rehan, an associate of Shahzad, also was detained on Tuesday.





Rehan allegedly was instrumental in making possible a meeting between Shahzad and at least one senior Taliban official, a senior Pakistani official said Wednesday.





The official said that Rehan drove Shahzad on July 7 in a pickup truck to Peshawar, Pakistan. At some point, they headed to the Waziristan region, where they met with one or more
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