"Why was my daughter killed?," Setev Shaaribuu said after a Federal court panel upheld a 2009 sentence for two members of an elite police unit to hang.

"Until today, I do not know why she was killed," Mr Shaaribuu told the Malaysiakini online news service from Ulanbataar through his lawyer.

According to court testimony, Ms Shaaribuu, 28, begged for her life and that of her unborn child before then Chief Inspector Azilah Hadri and Corporal Sirul Azhar Umar shot her twice in the head and wrapped her body in C4 plastic explosives obtained from the military and blew her up.

Her remains were found in a patch of jungle in Kuala Lumpur's suburbs on October 19 2006.

Allegations have simmered for eight years that Ms Shaaribuu was murdered to keep her quiet about purported kickbacks to high-level Malaysian officials.

The government has refused to hold an inquiry and the case is taboo for the country's mainstream government-controlled media.

Mr Shaaribuu confirmed that he will now proceed with a civil suit against the Malaysian government over the murder of his daughter who was a lover of a Ferrari-driving businessman Abdul Razak Baginda, a friend and policy adviser to prime minister Najib Razak.

The case centres on Malaysia's $US2 billion purchase of two French-Spanish-built Scorpene submarines in 2002 when Mr Najib was defence minister.

Ms Shaaribuu who spoke several languages worked as a translator in latter stages of deal negotiations.

Mr Najib strongly denies ever meeting Ms Shaaribuu or having any link with her and the government denies any wrongdoing in the submarine purchases.

But French investigating magistrates in Paris are looking into so-called "commission" payments totaling about $US160 million into companies reportedly set-up by Mr Baginda, who was initially charged with abetting a murder but the charge was dropped in 2008 before any evidence was heard against him in court.

He is believed to be now living in Britain.

Stunningly beautiful Ms Shaaribuu, who had been married to a popular Mongolian singer, admitted in a letter found after her murder she had been blackmailing Mr Baginda, who had jilted her after they had travelled through Asia and Europe together.

She allegedly wanted a $US500,000 cut to remain silent about her knowledge of the submarine deal.

Ms Shaaribuu was abducted outside Mr Baginda's house where she was said to be causing a scene.

Both Azilah and Sirul, who were at the time bodyguards for Mr Najib, denied any involvement in the murder.

Pleading with a court not to execute him in 2009, Sirul described himself as a "black sheep that has to be sacrificed" to protect unnamed people.

"I have no reason to cause hurt, what's more to take a life in such a cruel manner…I appeal to the court, which has the powers to determine if I live or die, not to sentence me so as to fulfill others' plans for me."

No motive for the murder of Ms Shaaribuu, who has two sons, was established in court.

The Federal Court panel of five judges said on Tuesday the two policemen had both separately led investigators to the site where the body was found, which "strengthened" the case against them.

A shocked-looking Azilah was led out of the courtroom after the decision.

Sirul's defence team, however, told the court they did not know his whereabouts.

An arrest warrant was issued.

Azilah and Sirul were sentenced to hang in 2009 but released when an appeals court overturned the conviction in 2013 after raising questions about how their trial was conducted, prompting the prosecution's appeal to the Federal Court.

Cynthia Gabriel, who runs a Malaysian anti-corruption NGO, welcomed the court decision but said too many questions remain unanswered.

"For truth-seeking Malaysians, they want to know the motive for her brutal death and if anyone high up in the political leadership was also involved in the murder," she said.

Mr Shaaribuu expressed concern that Sirul is missing.

"I hope the police can find him soon, only then will justice for my beloved daughter be truly served," he said.

The only avenue of appeal left for Azilah and Sirul is to the state sultan for a pardon to commute their death sentence to imprisonment.

with AFP, agencies