Bypassing ethnic profiling

What does it mean when a Spanish train bombing subject is arrested in Serbia?

The suspect, identified as Abdelmajid Bouchar, a 22-year-old Moroccan who allegedly fled a suburban Madrid apartment shortly before alleged ringleaders in the attack blew themselves up inside that home to avoid arrest, three weeks after the massacre.
Bouchar had been living in Belgrade under an assumed name and a fake Iraqi passport, the ministry said in a statement. There was also an international arrest warrant for him.

Could he have been in contact with a sleeper cell or recruiting in Bosnia? The U.S. Treasury Department notes that al Qaida once funded mujahideen in Bosnia:

In 1993, Batterjee incorporated BIF in the United States, where it also provided financial and operational support to mujahideen fighters worldwide, including members of al Qaida in Afghanistan, the Sudan, Bosnia-Herzegovina and Chechnya. At one point, UBL confirmed to an associate that BIF was one of the non-governmental organizations providing funds to al Qaida.

Such sleepers would likely be indistinguishable from Western Europeans, enabling them to bypass ethnic profiling.