Danish Prosecutor Jakob Buch-Jepsen told a court earlier this month that footage of women being decapitated alive had been found on a hard drive believed to belong to Madsen.
Her mutilated body was found on August 21, 2017. The cause of her death has not been determined. The discovery of the body parts was made on Friday.
Madsen initially claimed Wall was returned safety ashore but later changed his account and claimed that an accident on deck killed the journalist and therefore he had buried her at sea.
Danish inventor Peter Madsen has been arrested over the death.
Madsen was later captured and held in guardianship on doubt of murdering Wall.
Remedy: This story has been refreshed to clear up that some of Wall's remaining parts were found in a different sack from her apparel. Divers also discovered a knife, and a bag containing Wall's clothes. He slipped and lost his grasp on the incubate, which at that point hit her on the head, he said.
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Madsen remains in custody while the investigation continues.
She reported on gender, popular culture, identity and foreign policy from China, Sri Lanka, Uganda, Haiti, North Korea, India and the Marshall Islands and was published by Harper's Magazine, New York Times, Foreign Policy, Atlantic, TIME, Slate, Vice and Guardian.
Kazuko Toyonaga, a 22-year-old student, was on vacation in Europe when she disappeared. She had been intending to interview him for a feature.
The court heard he had been working on building a space rocket in the lab.
Her boyfriend raised the alarm the next day when she did not return from the trip.
But the group became engaged in a long-running dispute over the Nautilus, before members of the board chose to transfer the vessel's ownership to Madsen, according to the sub's website.