The Jose Pekerman-coached team closed ranks on Friday, undertaking a private training session at their ski resort base outside of Kazan and declining to comment on the Colombian police probe and their preparations for Poland, who were upset 1-0 by Senegal in their opener.
Jeison Murillo became Colombia's unlikely hero, scoring his first international goal to give his side a 1-0 victory over Brazil.
A senseless pitch invasion by Serbian fans in last month's Euro 2016 home qualifier against Albania has cost the Balkan nation dearly and the team fear the ramifications ahead of Friday's match against Denmark, Nemanja Matic said.
It all ended in tears as Argentina and Colombia went out in the round of 16, the latter on penalties, while Uruguay and Brazil both lost their quarter-finals on Friday, to France and Belgium respectively.
Chile beat Ecuador 2-1 in their closing South American qualifier in Santiago on Tuesday as both went through automatically to the 2014 World Cup finals in Brazil.
Striker Marcus Rashford scored a second-half winner as a young and much-changed England avoided an unprecedented fourth successive defeat by beating Switzerland 1-0 in a friendly on Tuesday.