* France believes hostage Allex killed, rebels say alive
* Intelligence officer Allex was captured in 2009
* France says rescue raid not linked to Mali operation
By Feisal Omar
MOGADISHU, Jan 14 (Reuters) - A second French commando has died from wounds suffered during a failed attempt to rescue a French agent in Somalia held hostage by al Shabaab since 2009, the al Qaeda-affiliated militant group said on Monday.
Al Shabaab said the French commando had died in their custody and posted photos of what it said was his body on the Internet, according to the SITE monitoring service.
The insurgent group also said it had made a decision on the fate of hostage Denis Allex and that a message conveying its verdict would be forthcoming. France says it believes Allex was killed during the rescue operation.
The militants put up fierce resistance when French special forces went into southern Somalia by helicopter under the cover of darkness on Saturday to try to free Allex.
There was some confusion over the exact outcome of the mission, with the French government saying at one point that one commando had died and the other gone missing, and later saying that both appeared to be dead.
"The second commando died from his bullet wounds. We shall display the bodies of the two Frenchmen," Sheikh Abdiasis Abu Musab, spokesman for al Shabaab's military operations, told Reuters by telephone.
Defence Minister Jean-Yves Le Drian told reporters on Monday it seemed that both commandos were killed in the raid and France was braced for some kind of gory video message by al Shabaab.
"Everything leads us to think that the hostage was assassinated and the other disappeared soldier has been killed," he said. A ministry source said earlier the government believed both commandos were dead, but it did not have the bodies.
The militants later released photos on the Internet of the body of a white male with a black shirt and military trousers amid bulletproof jackets, several assault rifles and gun clips. A necklace bearing a cross is also visible.
SITE said the militants had issued a press release with the pictures and that the body belonged to the commander of the operation. They also said the verdict on Allex was "forthcoming".
Allex was one of two officers from France's DGSE foreign intelligence service kidnapped by al Shabaab three-and-a-half years ago in the capital Mogadishu. A colleague, Marc Aubriere, escaped a month later but Allex had been held ever since in what Paris called "inhumane conditions".
A video of a gaunt-looking Allex pleading with Hollande to negotiate his release and save his life appeared on a website in October used by Islamist militant groups around the world. Reuters could not verify its authenticity.
"Allex is alive and healthy," Musab said.
After Allex's abduction, al Shabaab issued a series of demands including an end to French support for the Somali government and a withdrawal of the 17,600-strong African peacekeeping force propping up the U.N.-backed administration.
Under pressure from the African troops and Somali government forces, the rebels have lost many of their urban strongholds, including Mogadishu, though they still wield influence in rural areas across southern and central Somalia.
Al Shabaab wants to impose their strict version of sharia, or Islamic law, across the Horn of Africa state.
The raid to free Allex coincided with the launch of French air strikes on al Qaeda-affiliated rebels in Mali in West Africa. Le Drian said over the weekend that the two military operations were unconnected.
French President Francois Hollande said on Saturday the Somalia operation had failed despite the "sacrifice" of two soldiers and "no doubt the assassination of our hostage".
Earlier that day, the defence ministry said one of the two Frenchmen was missing in action, stoking speculation that the soldier had been captured alive.