THE HAGUE (Reuters) - The daughter of an Iranian Arab activist killed in the Netherlands last month linked his death to political conflict in the Middle East, and warned other exiles in Europe to be on their guard. Ahmad Mola Nissi, 52, was gunned down by an unidentified assailant in front of his home in The Hague on Nov. 8 in a suspected political killing. Hawra Ahmad Nissi said her father s death was reminiscent of a string of murders of Iranian dissidents in Europe in the 1990s.  Europe seems safe, but be careful,  she told Reuters in an interview.  The conflict between Saudi Arabia and Iran is not confined to the Middle East. It is spreading into Europe.  Relations between Shi ite Muslim Iran and Sunni Muslim Saudi Arabia have soured in recent months, with the struggle for influence between the two long-standing regional rivals played out through increasingly bitter proxy confrontations, notably in Syria, Yemen and Lebanon. Mola Nissi established the Arab Struggle Movement for the Liberation of Ahwaz (ASMLA), which seeks a separate state in Iran s oil-rich southwestern Khuzestan province, in 1999. Since his murder, his family have been under Dutch police protection at a safe house.   We came here to be safe but we don t feel safe. European governments should do more to secure the safety of activists,  Hawra Nissi, 25, said. Ahvazi Arabs are a minority in mainly ethnic Persian Iran, and some see themselves as victims of occupation and want independence or autonomy.  Tehran, which has condemned Mola Nissi s killing and promised to investigate it, accuses Riyadh of funding separatist groups active in Iran, a charge the Saudis deny. A source close to Mola Nissi s family, who asked not to be named due to security concerns, said he had accepted Saudi financial support but did not want the Ahvazi cause to be used as a pawn in the proxy war. This attitude could have made him an obstacle to efforts to bring the ASMLA movement under Saudi influence, the source said.  The family is open to all scenarios. Iran is a prime suspect, but not the only suspect,  Hawra Nissi said. Police are exploring a possible link between Mola Nissi s killing and the unsolved murder of another Iranian near Amsterdam in December 2015, a spokeswoman said. They are looking for two suspects believed to have gunned down Ali Motamed. The police declined to comment on the circumstances of Motamed s death or a motive, but Iranian media have linked him to exiled Iranian opposition Shi ite group the People s Mujahideen Organisation of Iran (PMOI), which would have made him a potential target. A man detained in relation to Mola Nissi s death has since been released, the spokeswoman added. The most prominent among a string of killings and disappearances of Iranian dissidents in the 1980s and 1990s was the shooting of three Iranian Kurdish opposition leaders in Berlin in 1992, which a German court ruled had been ordered by the government in Tehran. 