Counter-terrorism officers have spent days piecing together what led the 52-year-old to shed his birth name and later unleash carnage on the capital.
Only two men - a 27-year-old and 58-year-old arrested in Birmingham - remain in custody after a hunt for accomplices saw 11 people held after raids across the country.
It remains unclear whether the destructive assault which left four dead and scores injured was carried out alone or with support.
The Saudi Arabian embassy in London said Masood worked in the country, home to some of the most virulent Islamic extremism, for several years, raising the possibility he was radicalised overseas.
A childhood friend of the man then known as Adrian Elms told The Sun newspaper he first emerged as a Muslim after serving a jail sentence.
Mark Ashdown, 52, said: “When he first came out he told me he’d become a Muslim in prison and I thought he was joking.
“Then I saw he was quieter and much more serious.
“I gave him some cash-in-hand work for a few months as a labourer.
“He said he needed time to pray and read the Koran - something about finding inner peace.”
He added: “There were still flashes of the old Ade, but they were few and far between.
“I heard he’d split from his partner and got even more deeply into religion. But nothing could have prepared me for hearing his name on the radio.”
His abrupt religious conversion will fuel concerns about the rising threat of criminals being brought under the influence of hardened jihadists while in prison.
Ministers have announced plans to create specialist units within jails to tackle what a government-ordered review last year concluded was a “growing problem”.
His route to extremism could have also come from a stint living in the Middle East.
The Saudi embassy said Masood lived in the country between November 2005 and 2006 and April 2008 and April 2009, during which time he worked as an English teacher on a work visa, travelling to the country again for five days in March 2015.
It said in a statement: “During his time in Saudi Arabia, Khalid Masood did not appear on the security services’ radar and does not have a criminal record in the Kingdom of Saudi Arabia.”
Details of Masood’s history of criminality have continued to come to light, suggesting a propensity for violence which laid the groundwork for his armed rampage on Wednesday.
Unarmed Pc Keith Palmer was knifed after the killer blazed a trail of destruction by driving a car at pedestrians on Westminster Bridge and storming the parliamentary estate armed with two knives.
He was then shot dead by police.
The middle-aged Muslim convert was born in Kent, but moved around the country and used a variety of aliases including Adrian Russell Ajao.
Scotland Yard’s head of counter-terrorism Mark Rowley said detectives want to understand his “motivation, preparation and associates” and if he “either acted totally alone, inspired by terrorist propaganda, or if others have encouraged, supported or directed him”.
Detectives have seized 2,700 items from the searches, including “massive amounts” of computer data, while around 3,500 witnesses have been spoken to.
Searches at three addresses are continuing.
Mr Rowley said: “We remain keen to hear from anyone who knew Khalid Masood well, understands who his associates were, and can provide us with information about places he has recently visited.
“There might well be people out there who did have concerns about Masood but weren’t sure or didn’t feel comfortable for whatever reason in passing information to us.”
Masood was known to police and MI5 but was a “peripheral figure” who was not implicated in any current probe.
He had convictions for assaults, including grievous bodily harm, possession of offensive weapons and public order offences.
Hero MP Tobias Ellwood, who tried to save Pc Palmer’s life, and security minister Ben Wallace have been appointed to the Privy Council for their roles in responding to the atrocity.
Masood’s victims on the bridge included US tourist Kurt Cochran and his wife Melissa, from Utah, who were on the last day of a trip celebrating their 25th wedding anniversary. Mr Cochran was killed and Mrs Cochran was badly injured.
Aysha Frade, who worked in administration at independent sixth-form school DLD College London, in Westminster, also died. She is believed to be a 43 year-old married mother of two.
Leslie Rhodes, a retired window cleaner from Clapham, south London, died from injuries sustained in the attack. He was described by neighbours as a “lovely man”.
Two people remain in hospital in a critical condition, one with life-threatening injuries.
Pc Kristofer Aves and another police officer hurt in the attack are also in hospital with “significant injuries”.
Police said armed patrols would take place around Wembley Stadium and extra officers would be at the ground when England played a World Cup qualifier against Lithuania on Sunday.
There will also be a minute’s silence before the 5pm kick-off.