Yes, 'the Sun' is the source. Seems to be in a similar vein to the Mexican Santa Muerte (https://en.wikipedia.org/wiki/Santa_Muerte)

More than 14,000 people were killed in the country last year and Caracas has the highest murder rate per capita in the world.
It is in the middle of all this mindless bloodshed that the bizarre cult of the "Holy Thugs" was born - and it's growing by the day.

Locals are now so desperate for protection they worship the spirits of these dead gangsters in return for protection and luck. The cap-wearing statues have handguns tucked in their brightly-coloured trousers and cigarettes hanging from their mouths.
https://www.thesun.co.uk/news/757220...ction-caracas/