The ransom note is evidence. The words in it form an unverified claim by (hopefully) a future defendant. A defendant's unsupported claims before or after the fact are not evidence that establishes or proves anything unless they form an "admission against interest", a confession for example. Accordingly, an accused's unverified alibi or claim of innocence, is not evidence of innocence, even if written, given to the police, or left at the crime scene. And if a note left by a perp at a crime scene says that he is white and 6 feet tall, that can not be construed as "evidence" to exculpate a 5' 8'' black defendant, or incriminate someone who fits. Leaving a note saying you're "white & 6' tall" or "we're a small foreign faction" is simply a peculiar claim, not evidence of the perp's characteristics. Only validation can make such a claim evidence.
There is a recurring fiction here that the note itself is evidence that a "foreign faction" was involved. This needs to be understood for what it is...as shown above, letting the killer choose his own "evidence" for you...that is, if you're gullible enough to buy in. This is not opinion but simply what constitutes evidence. It is possible that there could be a foreign faction, but that possibility has no preference under intuitive or evidenciary considerations to the likelihood the note is a diversion. In fact, the presumption that the guilty would typically not reveal actual facts and clues to their identity makes it less likely. No evidence at all has been revealed that implicates a foreign faction, but it's clear that the real killer(s) would like us to think there's a foreign faction. Our task is to reason why.