That contradicts Mr. Madsen’s account, in which he said Ms. Wall, 30, had died accidentally after a heavy hatch on the submarine’s tower collapsed on her head.
The divers, who were assisted by Swedish dogs trained to work in water, discovered the head and clothes in bags. Later, her legs were found attached to pieces of metal similar to ones found with her torso on Aug. 21, Mr. Moller said.
Police officers say they believe the metal may have been used to weigh down the body parts at sea.
The team also found a plastic bag containing an orange sweater and stockings belonging to Ms. Wall, as well as a knife. Mr. Moller did not say if investigators had linked the knife to the stab wounds found on the victim’s torso.
Mr. Madsen, who is in police custody, was informed of the latest findings, Mr. Moller said. The suspect’s lawyer, Betina Hald Engmark, did not respond to calls for comment on Saturday.
Ms. Wall’s boyfriend reported the Swedish journalist missing in the early hours of Aug. 11, after she did not return from her interview. The same day, Mr. Madsen was rescued from his sinking submarine.
The suspect initially said that Ms. Wall had gone ashore the evening of her visit. When officers found her blood in the recovered submarine and later retrieved her torso, Mr. Madsen altered his explanation, saying he had panicked and dumped her intact body at sea after she died.
During a pretrial detention review last week, the prosecutor in the case, Jakob Buch-Jepsen, presented an autopsy report showing that Ms. Wall’s legs had been removed with a saw and that she had been stabbed multiple times. Ms. Wall’s DNA was also found on Mr. Madsen’s hand, nostrils and neck.
The prosecutor also told the court that officers had found videos showing the torture and killing of women on a hard drive owned by Mr. Madsen. The videos did not appear to have been made by the inventor, but they indicated “an interest in fetish, torture and murder,” Mr. Buch-Jepsen said.
Ms. Wall, a freelance journalist, grew up in Trelleborg, in southern Sweden, and studied at the London School of Economics and at Columbia University.
Vishakha Desai, a professor at the School of International and Public Affairs at Columbia, said by telephone that Ms. Wall had been driven by empathy and a “curiosity to learn about people who might not be considered the mainstream.”
A memorial service is to be held at Columbia University on Wednesday. And the court is scheduled to re-examine Mr. Madsen’s pretrial detention on Oct. 31.