An American man suspected of killing a Thai national and dumping him beside a Sydney road left Australia before police had a chance to identify the battered body.

The suspect then allegedly phoned NSW police in a bid to shake detectives off his trail, according to a US warrant.

Wachira "Mario" Phetmang was last seen alive at a South Hurstville service station on May 25, 2018.

The 33-year-old former cafe and spa worker had been living in Australia for at least the last 10 years, and was a permanent resident at the time of his death.

NSW Police last year released CCTV footage showing Mr Phetmang entering the petrol station in an appeal for more information.

It's understood US national Alex Dion was captured on the same camera and allegedly left with Mr Phetmang, police sources told AAP on Wednesday.

It's unclear how the pair knew one another.

Nearly a fortnight later - on June 6, 2018 - Mr Phetmang was discovered bound, gagged, wrapped in plastic and covered in a mattress protector on the side of Homebush Bay Drive at Sydney Olympic Park.

Dion is believed to have fled Australia on May 27 - more than a week before the body was found and formal identification was made, the warrant obtained by US counter-terrorism researcher Seamus Hughes shows.

A post-mortem established Mr Phetmang suffered more than 20 wounds to his head and died of blunt force trauma.

The same day Sydney detectives launched a public appeal for information about Mr Phetmang's movements and Dion's car on June 20, Dion phoned Australian authorities from the US.

He told police about methamphetamine deals between himself, Mr Phetmang and two other people.

"Dion began the conversation by stating that he was calling because he had seen media reports regarding his vehicle and that he believed that (one of the other men) 'has done something bad'," the warrant says.

Australian detectives, in the week that followed, continued to speak with the 38-year-old and he allegedly revealed he had Mr Phetmang's mobile phones, credit cards, a USB drive and other items.

Bank records allegedly showed Mr Phetmang's cards had been used in California and Tijuana, Mexico, in early June.

"Surveillance video obtained by the San Diego County Sherriff's office in response to an Interpol request by NSW Police shows that Dion made (one such) purchase," the warrant reads.

Australian authorities issued an arrest warrant for Dion in September 2018.

He was arrested that month in Poway, California, for an unrelated matter. Australian authorities were later notified, a police source told AAP.

NSW detectives travelled to San Diego earlier this week to extradite Dion.

Australian Associated Press