SA Police Commercial and Electronic Crime Branch officer-in-charge Detective Superintendent Jim Jeffery said he would not name the second country Mr Leo holds a passport for.
"It's the call of the Fijian authorities as to whether or not they (Rocco Leo and associates) are breaching any immigration laws or not," he said.
"If Fijian authorities determine that they are going to deport Rocco Leo we will execute that (arrest) warrant and if Rocco Leo is deported back to Australia we will extradite him from whatever state it is back to SA."
Mr Jeffery said the prime focus of the investigation was currently on missing person John Mouhalos, who has not been seen since May 2010.
"He hasn't accessed his bank accounts, he hasn't contacted any relatives or close friends we are aware of."
He said police also had some concerns about the welfare of four or five children in Fiji linked with the Agape Ministries and were working with the Australian Federal Police to ensure the children's safety was not in jeopardy.
Mr Jeffery said two properties in South Australia were still officially owned by the Agape Ministry and that at least 17 members from South Australia and Victoria had moved to Fiji.
He said police were aware of others planning to relocate.
Independent Senator Nick Xenophon said an independent inquiry was needed to determine why Leo was allowed to leave Australia.
"This highlights the needs to have strong laws to deal with cult-like behaviour in this country because there are loopholes in current legislation," he said.
"I will be making representations to the Prime Minister, Immigration Minister, Attorney General and Fijian Prime Minister to ensure Rocco Leo is brought back to Australia immediately as a matter of justice."
The fate of wanted cult leader Rocco Leo is in the hands of Fijian authorities, who'll determine if he will have to leave the country.
The fugitive cult leader, arrested at a former Fijian resort last Sunday along with two other senior members of the Agape Ministries of God Church, are being held by Fijian immigration authorities for breaching their visas.
However, the situation has become further complicated because Mr Leo holds a dual passport, meaning there is no guarantee of a return to Australia.
