New details on Sydney victims who died as heroes

(CNN) - There are still more questions than answers into what really happened during that dramatic siege of a cafe in Sydney, Australia that left two hostages dead as well as the gunman, an Islamic extremist.

Right now, intelligence agencies are digging into the background of the hostage-taker, Man Haron Monis, trying to make sure he really was a lone wolf and wasn't working with any other group or individuals.

Among the questions they're investigating: why did he target the cafe and not a larger, more iconic landmark?

We're also learning more details about the people held hostage, and their heroic acts.

There are reports that Katrina Dawson was killed while protecting a pregnant woman. And Tori Johnson, the manager of the cafe, may have died when trying to take on the gunman.

CNN correspondent Anna Coren joins "The Lead" live from Sydney.