VOCAL, a human rights group involved in organising the convoy, released a statement on Wednesday stating that the two activists had been shot dead by gunmen who oppose the San Juan's Copala's autonomy.
"Regrettably, as information is coming in, we know that two comrades lost their lives in this paramilitary attack," the statement said. "This armed attack is a product of the conditions of institutional violence and impunity that paramilitary groups enjoy in this region."
"This attack occurred in the context of the isolation and state of siege that the municipality of San Juan Copala lives under, where since January the children have not had classes, where the community does not have electricity, water, doctors, and lives under permanent paramilitary harassment as a result of the blockade they have established there."
The organisation said one of the dead was a Finnish national who was travelling with the convoy as an international observer.
Cactus, an indigenous rights organisation also involved in organising the convoy, told Al Jazeera that it was attacked shortly after setting off on Tuesday, and that 12 of members of the group remain unnaccounted for.
"12 escaped and are ok, but 12 are still missing in Copala. Five have been injured, some seriously," a Cactus officia said.
Series of attacks
San Juan Copala is populated by members of the Trique indigenous people, and declared itself autonomous from the Oaxaca state government in 2007 in protest at what it says is a policy of discrimination and harrassment against its people.
The declaration of autonomy has been dismissed by authorities, and the municipality has been subjected to a blockade by local paramilitaries loyal to the state government.
The latest attack is being blamed on a local paramilitary group known as Ubisort, which had warned earlier this week that it would prevent the convoy from reaching its destination.
Convoy organisers were so worried by the threat that they issued a joint press release hours before the attack warning that they could be the target of "aggression" en route to San Juan Copala.
"Given the circumstances, we hold the government of Ulises Ruiz [Oaxaca state governor] responsible for any aggression any member of the media or human rights observer could face," the statement said.
The Trique people say they face a range of abuses from government-backed paramilitaries who oppose their attempts at self-rule.
Previous convoys have been blocked from reaching the municipality, and Trique community buildings have been attacked by armed gangs, resulting in several deaths.
In 2008, two young Trique women who worked at a community radio station were shot dead on their way to Oaxaca City in what Trique leaders said was a targeted attack against members of the community.
The United Nations' Human Rights Commissioner's Office in Mexico has expressed concern about the attack and urged authorities to find the missing people.
The office called for an investigation and said it was particularly concerned by the fact there were human rights workers and journalists in the caravan.
The Finnish ambassador to Mexico, Ulla Vaisto, urged that those responsible for Jaakkola's death be brought to justice.