“Don’t worry, I’ll be back by lunch.” Those were the last words of a Scottish teacher who was murdered at Auschwitz for protecting Jewish schoolgirls, as revealed by the students who watched her being taken away to her death.

Jane Haining was a missionary at a Church of Scotland-run school in Budapest when she was arrested by the Gestapo in 1944, having repeatedly refused to leave Hungary because she wanted to stay with her pupils. The frightened schoolgirls who watched her led away never saw her again.

Haining died at the concentration camp later that year at the age of 47. She is the only Scot to be honoured as “righteous among the nations” – the term used for non-Jews who risked their lives to protect Jews from extermination – by the Yad Vashem Holocaust memorial centre in Jerusalem.

Jane Haining’s certificate of honour. Photograph: handout

At a memorial event in Hungary this week, a group of the missionary’s former pupils recalled her brave efforts to protect them. Within hours of Haining’s arrest, concerned fellow teachers sent many of the girls back to their families, while some Jewish students were dispersed, hidden and given new names for their protection.

Agnes Rostas, now 80, was among the group of distraught primary school children who looked on as secret police arrested Haining on eight charges, including working among Jews, listening to news broadcasts on the BBC and sending parcels to British prisoners of war.

She said: “On the morning of that day, German officers were visiting Miss Haining and from our bedroom window across the hall we could see her room.

“After hours of questioning we could see that the two officers were taking her away and as they were going down one set of stairs, we hurried to another set to follow them down.

“We were sitting at the foot of the stairs crying and she looked back and said to us, ‘Don’t worry, I’ll be back by lunch.’ That was the last time I saw her and I found out 40 years later she had died in Auschwitz.”

Eight other former students, aged between 80 and 91, were also present at the event. Another pupil, Judit Beck, now 87, was also taken to Auschwitz and was the only family member to survive.

Earlier this month, an archive of the murdered woman’s papers, including her will and photographs with her students, was discovered in the attic of the Church of Scotland’s World Mission Council.

Jane Haining’s ‘girls’ remember their heroine, 72 years on.

Also among the documents was a report by a Hungarian bishop, László Ravasz, who later reported that “her superiors three times ordered her home, but she always replied that the Hungarian people were so true-hearted, honourable and chivalrous that among them not a hair on her head would be touched. ‘I shall continue to do my duty,’ she declared, ‘and stick to my post.’”

Haining, who moved to Budapest in the early 1930s to work as a matron in the church-run school, had been on holiday in Cornwall during the outbreak of war in September 1939, but chose to return to her 315 students, many of whom were from the city’s growing Jewish population.

“If these children need me in days of sunshine, how much more do they need me in days of darkness?” she wrote.

The Rev Ian Alexander, secretary of the World Mission Council, was one of 26 Church of Scotland ministers and members to attend this week’s event in Budapest, which also marked 175 years of the church’s mission in the city. He told the Guardian it was “phenomenal” to meet Haining’s former pupils “and to hear these hair-raising stories of life at the last minutes before her arrest.

“Much of their story was of the normality of the mission up until [her arrest in] 1944. It was almost like a haven.” He said one of the elderly women had told him Haining had helped the Jewish children to sew their yellow stars onto their clothing, but had cried when she saw them wearing them. “She made them take it off so they were all the same. One woman said she didn’t know who was Jewish and who was Christian.”

“You cannot have anything other than tremendous awe for her commitment to the girls and to the school,” added Alexander. “It’s an absolutely phenomenal story of dedication and commitment.”