Law enforcement sources connected to the investigation tell TMZ, the 2 brothers who were arrested and then released are staying somewhere around the Loop in downtown Chicago under the watchful eye of police so no one gets to them. We're told cops especially want to make sure Jussie does not contact the brothers.

We're told when police raided the home of the 2 brothers they found magazines with pages torn out, and authorities are now trying to determine if the missing pages are connected to the threatening letter that was sent to Jussie 8 days before the alleged attack.

Our sources say early on they asked Jussie if he'd sign complaints against the 2 men who attacked him and he was clear that he would. But, when he found out the 2 brothers were the ones in custody we're told he said he knew them, felt bad for them and declined to sign the complaints.

Our sources say although cops believe the brothers purchased the rope that was around Jussie's neck after the incident, there is no surveillance video at the hardware store because it erases after a week.

We're told the way they tracked the 2 brothers down was by their movements in arriving and leaving the scene around Jussie's apartment building. As we reported, they left in either a cab or a rideshare, but we're told cops tracked the vehicle and the 2 brothers got out on their way home and into another vehicle. As one source put it, "It was almost like a bad spy movie."

The sources say there were red flags from the get-go. Cops were extremely suspicious when Jussie took them out to the area where he said he was attacked and pointed to an obscure camera saying how happy he was that the attack was on video. Turns out the camera was pointing in the wrong direction. Cops thought it was weird he knew the location of that camera.

And, there's this. We're told investigators didn't believe the 2 alleged attackers screamed, "This is MAGA country," because, "Not a single Trump supporter watches 'Empire.'"

And, a few loose ends ... we're told when cops picked up the 2 brothers at O'Hare Airport, police were armed with 3 warrants for each man, one of which was to seize their phones.

We're also told there is no video of a "rehearsal" of the attack in the street.

Jussie and his lawyer have vehemently denied the attack was staged, maintaining this was a hate crime.