As the investigation into a masked gunman who stalked and killed the head of one of the largest U.S. health insurers moves into its third day, possible leads have emerged about his travel before the shooting and a message scrawled on ammunition. UnitedHealthcare CEO Brian Thompson died in a dawn ambush Wednesday as he walked from his midtown hotel to the company’s annual investor conference. But days later, the gunman was still at large and the reason for the killing remained unknown, with New York City police saying evidence firmly points to it being a targeted attack.