Mexican authorities said there is still no sign of Roberto Balmori Garza, the Nuevo Laredo, Mexico, police chief who has been missing since late last week.
The Tamaulipas state prosecutor's office now confirms Balmori's two brothers were executed, their bodies stuffed in a car trunk near Monterrey.
"That is very troubling," said Raul Salinas, mayor of Laredo. "It's a sense of lawlessness."
Salinas said Laredo's sister city continues to be plagued by violent flare-ups between warring drug cartels.
"But I can assure you that it's being contained to the Nuevo Laredo side," Salinas said.
The Laredo mayor said several grenades were detonated last week near the U.S. Consulate in Nuevo Laredo.
Salinas said local, state and federal law enforcement continue to work with their Mexican counterparts.
Despite the latest developments across the border, Salinas said Laredo and Nuevo Laredo will go on this weekend with the Washington's Birthday Celebration that unites both cities.
He said the traditional "abrazo" -- or embrace -- between the two mayors will be even more symbolic.
"'No estan solos.' You are not alone," Salinas said.