Three other people were arrested in Tottenham, north London, at the same time as McLoughlin, police said.
The 54-year-old man from Tottenham, 45-year-old woman from Edmonton, north London, and 50-year-old man from Hackney were arrested on suspicion of assisting an offender.
All four are being questioned at Hatfield police station, Hertfordshire Police said.
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The 20-year-old was found fatally wounded on Roth Walk, near Finsbury Park, north London at around 3am on Saturday, Scotland Yard said.
Police have arrested a man wanted in connection with a burglary at the home of pensioner Richard Osborn-Brooks.
The rally comes after it emerged that the Home Office destroyed thousands of landing cards documenting the arrival of windrush-era migrants