The police watchdog is probing the discovery of a gun in a car carrying a father-of-two shot dead when armed officers swooped as it travelled on a motorway slip road.
Mohammed Yassar Yaqub, 28, died on Monday evening when he was shot during a "pre-planned operation" at junction 24 of the M62 near Huddersfield, West Yorkshire, after police received intelligence about criminal possession of a firearm.
The Independent Police Complaints Commission (IPCC) said it was "working hard" to establish the circumstances around his death after what appeared to be a "non-police issue" gun was recovered by investigators.
In the wake of the incident campaigners warned that the shooting had caused "a great deal of disquiet" in the Huddersfield community Mr Yaqub belonged to and called on West Yorkshire Police to disclose all its evidence to the watchdog.
On Tuesday evening police were deployed in central Bradford after protesters carrying banners that read "police don't murder" brought traffic to a standstill.
The IPCC said a post-mortem examination on Mr Yaqub's body is due to take place on Wednesday and its investigators are continuing to seek any relevant CCTV footage.
The watchdog's commissioner, Derrick Campbell, said: "My thoughts are with Mr Yaqub's family and all those affected at this difficult time.
"Though in its early stages, this investigation is making good progress but will be complex.
"We will be working hard to establish exactly what happened and would ask for patience while our investigation continues."
West Yorkshire Police said its operation, which included stopping another car near Bradford, "related to information received about criminal possession of a firearm" and was not terror-related.
Five people were arrested across the two vehicle stops - three in Huddersfield and two in Bradford - and remain in custody.
Several of those arrested needed hospital treatment for injuries "not related to firearm discharge" but no police officers were hurt, a force spokesman said.
Witnesses reported seeing police officers "swarm" around several cars after the shooting which took place at around 6pm.
A silver Audi with bullet holes in its windscreen could later be seen surrounded by other vehicles at the bottom of the off-slip of the westbound carriageway of the M62. The vehicles began to be removed on Tuesday evening.
Nearby residents said they did not hear any shots at the time but were alerted by the huge police presence which they first thought indicated a major road accident.
Mr Yaqub was from Crosland Moor, Huddersfield, where his father is a well-known businessman.
In a statement, Mr Yaqub's Bradford-based lawyers said: "Mr Yaqub's family are in shock, and are distraught. They would ask the media to respect their privacy at this difficult time.
"The family are fully aware that the incident that led to the death of Mr Yaqub is currently being investigated by the IPCC and they do not wish to make any further comment at this stage."
On Tuesday relatives gathered at his home in Rudding Street, a cul-de-sac, with flowers, some embracing as they went inside.
Armed police and a dog unit later appeared at the property where they appeared to carry out a search.
In 2010 a Yassar Yaqub from Rudding Street went on trial after it was claimed that he opened fire on a car in Birkby Hall Road in Huddersfield.
But the defendant was acquitted of attempted murder after a judge ruled there was insufficient evidence.
People living close to Rudding Street said on Tuesday that Mr Yaqub's house was targeted by gunmen more than a year ago.
In June 2015, police said two people suffered minor injuries when a shotgun was fired in Rudding Street by Balaclava-clad gunmen as children played.
Police described this incident as a "targeted attack".
Nadeem Murtuja, chairman of the human rights and racial justice campaign group JUST Yorkshire, called on West Yorkshire Police to disclose to the IPCC the full chain of events that led to the shooting.
He said: "There is a great deal of disquiet in the community about the death of Mr Yaqub and it is crucial that both his family and the Huddersfield community are kept informed about the conduct of the investigation and the events that led to the fatal shooting."
West Yorkshire Police said a "spontaneous protest" began in central Bradford at around 7.15pm on Tuesday evening and officers were deployed "to facilitate a peaceful protest and to provide public reassurance".
The force said: "Police empathise with the heightened tensions and engaged with protesters to appeal for calm. They are continuing working with members of the community, partners and local officers to maintain community cohesion and police relations.
"There was minimal disorder, which quickly de-escalated after dialogue with officers at the scene and there was no necessity to make any arrests."
Social media postings showed a group of people holding banners and stopping traffic on the road to the east of the city centre.