One of the men detained on suspicion of murdering Russian opposition politician Boris Nemtsov spent time in a police unit in Chechnya, a police source told Russian media.
Gubashev's younger brother and a fourth, unnamed person were also been arrested, state media reported. Russian prosecutors have requested the formal arrest of five suspects in total, reports Sputnik.
On Sunday (8 March) Russian news agencies reported that a fifth suspect had been detained, and is to appear in court for arraignment.
Dadaev served for 10 years in the Sever battalion of Chechnya's interior ministry, Albert Barakhayev, Security Council secretary in the neighboring Ingushetia region told RIA Novosti, reports the Moscow Times.
Gubashev worked for a security firm in Moscow, said a spokesman for Russia's Investigative Committee.
The two were arrested in Ingushetia in southern Russia, a turbulent region where there have been repeated anti-government insurgencies over the past two decades. It is now controlled by pro-Moscow former rebel Ramzan Kadyrov.
It is not clear whether Dadayev is a serving or a former police officer.
Five suspects are being arraigned in a Moscow court today, according to AP. The court will determine whether to extend their detention.
They claim that at the time of his death, the former deputy prime minister was working on a report proving Russia instigated the unrest in east Ukraine, where pro-Moscow rebels are fighting Ukrainian government forces.
On Friday, Nemtsov's daughter Zhanna alleged on CNN that Russian authorities were responsible for her father's murder, and that she had no confidence that those guilty would be brought to justice.
"Russia has crossed the line after this murder and people will be frightened to express ideas contrary to the official standpoint," she said, in an interview from Germany.