sajid mir and major iqbal called off the copenhagen plot.ey told headley to lay low, but he went looking for a new sponsor instead. he found one, a notorious terrorist named ilyas kashmiri, who has since been killed by a us drone strike. headley was now working for al qaeda, which paid for his second trip. >> the guard of the palace. >> rotella: it's very chilling, you know, because headley gathers all this information-- the videotape, the notes-- and he goes back to pakistan, and he meets with one of the most fearsome terrorists in the world right now, ilyas kashmiri. and they have a detailed conversation about how this plot would go down. it's mumbai-style attack. three or four attackers with automatic weapons would go in and take hostages but add a wrinkle, which is the beheading of the hostages. kashmiri says, "you shoot the hostages first. it makes it easier to behead them. you behead them, and you throw the heads out the window." why? of course, for the shock and the awe and the terror. this would be an international spectacle, here in