1. Nobody knows who stole the fetish - the only clue we get is a shadowed figure shining a torch at the object (page 1 frame 8).
There is a thread about who it could be, which is worth checking.
2. As others have already said, the intepreter Lopez somehow managed to get the diamond inside the statue. Parhaps Lopez noticed there was a hole in the broken ear?
3. Alonzo and Ramon found out about the diamond when they went into Tortilla's cabin (page 55 frame 6).
Other questions -
tybaltstone:
how would it be in the museum unless it had been stolen (and swapped) before?
There are two alternatives. The first is,
as harishankar says, Walker didn't know of the diamond in the fetish, and gave it to the museum, or, Walker kept it, and as the fetish swapped hands with dealers, somebody, at some point, may have bought it to donate to the museum.
Harrock n roll:
why was it necessary to have a replica made and then have to murder the sculptor to cover his tracks
There were probably a mix-up: Tortilla, failing to notice the broken ear, might have said that he wanted two replicas of the statue (one for the museum and one for himself), and Balthazar may have made one copy first (also not noticing the broken ear), absent-mindedly thought Tortilla gave him the original and put it in his suitcase, and then, for the second replica, copied the first and then gave both to Tortilla. This then progresses to what Jyrki21 thinks happened.
Harrock n roll:
We don't find out how Tortilla came by the note.
Tortilla may have acquired the note some time later, or else why would Tortilla bother to murder (if it was him) Balthazar before he made accurate replicas of the fetish?
Mull Pascha:
it must mean that Perez and Bada are in league with the general, right?
Colonel Jiminez is probably an acquantance, and since they become officers, judging from their outfit, for Alcazar (page 23 frames 5-9), they probably support neither Alcazar or Tapioca.
cigars of the beeper:
Why are Ramon and Alonzo interested in finding out who killed Jacob Balthazar
Alonzo and Ramon, having seen it in the newspaper, might have thought there would be a reward for them if they found out who killed Balthazar, and subsequently bought the parrot for answers.
cigars of the beeper:
why do they suspect that Tintin is after the fetish too?
Since Ramon bumps into Tintin and sees his adress for the missing parrot, once Ramon breaks in and sees the cage, Alonzo and Ramon have good reason to suspect Tintin is on the case.
cigars of the beeper:
why did Jacob Balthazar keep one fetish, the real one for himself?
Jacob Balthazar kept the fetish so he could manufacture it.
Mark Falconer:
I don't think Tintin expected that they would bump him off
Tintin could easily have thought they would push a piece of cloroform-soaked cotton through the bottom of the door, then break in, etc. or else, like in the cartoon (not the earliest, first Belvision cartoon version - what is left of it doesn't go up to there (the rest, except for part 1 which goes up to page 8, is apparently lost) - but that's for another discussion...), he would have rushed in and tried to catch them in the act.