The orphaned children of notorious Islamic State fighter Khaled Sharrouf want to return to Australia, saying they are no threat to the community and never knew they were being taken to Syria.

Key points: The children of IS fighter Khaled Sharrouf are living in al-Hawl refugee camp in northern Syria

The children of IS fighter Khaled Sharrouf are living in al-Hawl refugee camp in northern Syria They say they had no choice in going to Syria with their parents five years ago

They say they had no choice in going to Syria with their parents five years ago They say they wanted to flee IS for years but were scared

With their parents and two oldest brothers dead and the last Islamic State group stronghold of Baghouz falling in March, 17-year-old Zaynab, 16-year-old Hoda and eight-year-old Humzeh, are now languishing along with other IS brides and children in the al-Hawl refugee camp in north-eastern Syria.

The children were taken to Syria and the Islamic State (IS) group by their mother and Sharrouf's wife, Tara Nettleton, in February 2014.

Speaking exclusively to Four Corners, they said they were desperate to escape the filthy camp, where they are living in a tent with another Australian woman and her child.

"I just want to get out of here," Zaynab said.

"We've been wanting to come home for a very long time, but we were just scared."

The 17-year-old is seven-and-a-half months pregnant with her third child and has been diagnosed with dysentery and severe anaemia since arriving at al-Hawl three weeks ago.

Zaynab said they had wanted to flee IS for a long time but had heard rumours about what happened to those who left.

"People leave and no-one hears anything from them anymore," she said.

"People get raped, tortured. They get caught by other people. That's why we never actually had the heart to leave."

Eight-year-old Humzeh Sharrouf in the al-Hawl refugee camp. ( ABC News: David Maguire )

Children secretly communicated with grandmother

The children's maternal grandmother, Karen Nettleton, is on her third mission to bring them home, having made two failed journeys to Turkey in 2016 and 2018 to try to get them out of Islamic State territory.

She maintained sporadic contact with her grandchildren over the half-decade they were apart, with Hoda sometimes risking her safety to go to an internet cafe and secretly communicate with her grandmother about escaping.

Humzeh Sharrouf when the family was living in Islamic State territory. ( Supplied )

The children said they did not know they were going to Syria.

"We weren't the ones that chose to come here in the first place. We were brought here by our parents," Zaynab said.

She said their mother told them they were going to visit their father in Turkey, but it was not until after they had crossed the border into Syria that they were told where they were.

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Somewhere between 3,700 and 4,600 foreign children were taken to Syria to join IS — representing about 10 per cent of all foreigners — and a further 730 were born there to foreign parents, according to the UK-based International Centre for the Study of Radicalisation.

Save the Children estimates that more than 3,500 of those foreign children now languish in the three refugee camps in Syria's north-east.

At least 100 children — more than half aged under five — have died from a combination of malnutrition and hypothermia either at the camp or during transportation through freezing nights in uninsulated trucks, according to NGO the International Rescue Committee.

'Once you get in, you're stuck'

Once in Syria, the two eldest Sharrouf boys began attending IS training camps.

Family photos showed them posing with guns and in a now-notorious photo, eldest boy Abdullah brandished a severed head for his father's camera.

Not long after they arrived, Khaled Sharrouf arranged for Zaynab, then 13, to marry his friend and fellow Australian jihadi Mohamed Elomar. They had one child who was born after Elomar was killed in a drone strike in 2015.

Zaynab later had another child to a friend of her father's to whom she was, again, married.

Despite living amid the brutality of IS for so many years, Zaynab said she and her siblings posed no risk if they returned to Australia.

"For me and my children, I want to live a normal life just like anyone would want to live a normal life," she said.

"Don't I have the right to live a normal life?"

Hoda said the past five years had been hard and she had wanted to leave from early on but was not allowed.

"When my Mum told me we were in Syria I started crying. I asked to go home every five seconds," she said.

"I thought we could get out whenever we wanted to but you can't. Once you get in, you're stuck."

Hoda, Humzeh and Zaynab Sharrouf at the beach in Australia before their parents took them to Syria. ( Supplied )

'I'm going to die'

Hoda has described to Four Corners the final days in Baghouz, as Kurdish soldiers and American military aircraft slowly wiped out IS's last Syrian stronghold.

The family lived in a trench as gunfire exploded around them.

When a ceasefire was announced, Hoda fled on her own, hoping her siblings would follow.

"It was really hard to walk up the mountain and it's steep," said Hoda, who was shot in the left leg 18 months ago and has difficulty walking.

"Me with my foot, it's injured, the nerve doesn't work. I had to get people to help me as I kept falling on the ground."

Zaynab Sharrouf's daughters, Ayesha (c) and Fatimah (r). ( ABC News: David Maguire )

Zaynab said the escape was the worst journey of her life.

She said they spent freezing nights in the desert, where they came across American soldiers who told them they would be given special treatment because they were Australian.

But she said in the end they were left in the desert with not even a blanket for her toddlers Ayesha and Fatimah. Trucks were brought in the next morning to take them to the refugee camp.

"Fatimah, we didn't have nappies in those times. We had the cloth diapers. She had leaked in her cloth diaper for two days straight. I had nothing to put her in," she said.

"She was cold and sick.

"I thought I was going to die from the cold. I said, 'I'm going to die in this truck with my kids'."

The Federal Government said it would not be evacuating Australian children of Islamic State fighters from Syria, though Ms Nettleton has been told if she can get them out of Syria the Government would help from there.

Watch Orphans of ISIS on Four Corners at 8:30pm on ABC TV and iview.