A frightening letter, in which the alleged motive for Phumeza Pepeta’s brazen murder is set out, has rattled her family and friends, who watched helplessly as she was gunned down at her father’s funeral by a man wearing women’s clothing and a wig.

“You have left me with no option but to kill you to end the pain,” the lengthy letter, sent to them via WhatsApp about six weeks after the murder, reads...