The first letter is shown during 'Trace the Courier' and reveals Lt. Mosley's involvement or at least approval of the assassination of Truart, but does not mention by name who Lt. Mosley is working with. This is later shown to be the Pagans.
The remaining four letters are found discarded within the Maw of Chaos during the final section of 'Trail of Blood'. These letters shed more light on Lt. Mosley's disapproval of Truarts methods and her sympathy towards the pagans, going as far to spare pagans rather than killing them.
The other letters also explain the means in which Lt. Mosley and the pagans are able to pass information between each other, without being discovered. Some of the vital information exchanged includes the revelation that the Mechanists were responsible for hiring Truart to not only selectively target the pagans but Garret as well.
The final letter suggests that Lt. Mosley organized the assassination of Truart after all and aims to save the City Watch by taking over herself.