Masha and Nadia, fearless leaders of the radical feminist group whose name president Vladimir Putin refuses to utter, have thrown themselves back into political activism since their release from a penal colony last December. In their most revealing interview to date, Pussy Riot’s daring duo take Carole Cadwalladr on a three-day adventure around Moscow

Nadia is explaining how Masha succeeded in getting the authorities to allow them both to have the books they wanted in jail. “I like theoretical books and they couldn’t provide them for me and they refused to allow people from outside to send me books. Until, after four months, Masha pushed the prison administration to give us the books because she fucked with their brains.”

Is that Masha’s special skill? Fucking with people’s brains?

“Yes!” says Masha. And her eyes light up and she enunciates the English words carefully: “I’m a fucking brains person.”

And then they both collapse with laughter.

What’s the secret of it, I ask her, when she’s recovered.

“It’s like chess,” says Masha. “It’s very simple to understand their logic and when you understand their logic you understand the logic of any official in Russia because all this bureaucracy is quite similar to each other. So. I just absorbed their logic. And then I used it back at them.”

And then, she has to go and have a cigarette because Masha always has to go and have a cigarette and she puts on her shocking pink coat and shocking pink sunglasses – “We need colour! See how grey everything is!” – and heads out of the door. We’re having lunch in Winzavod, a fashionable ex-factory art space in Moscow where they have their office, and I almost feel a twinge of pity for those prison officials.

It was just one of many battles that Masha took on in prison – the right to have her appeals heard in an open court rather than at the prison, the right not to be subjected to forcible gynaecological examinations before and after every visit from her lawyer. And the right to read their Solzhenitsyn and Marchenko and Mandelstam, the great classics of gulag literature. “You feel that you are not alone,” she says. “That somebody else lived a life similar to yours. It’s like having new friends. And they won. It was in your country, in conditions much worse than yours.”

Since they were released last December, two months early, by presidential amnesty, they’ve carried on fighting. In this, they haven’t changed all that much. Russia, on the other hand, is a radically different place from when they first entered prison. I reported on Pussy Riot on the eve of their trial back in July 2012, and on my last night in Moscow I went to a large opposition rally where riot police squared up to protesters chanting “Russia without Putin!” and “Free Pussy Riot!” and then in the early hours of the morning was led into a semi-abandoned warehouse where I met three other members of Pussy Riot, three women called Squirrel and Sparrow and Balaclava, who were all in hiding, scared that they would be arrested next. Moscow felt exciting and edgy and unsettled and all these feelings were coalescing around the figures of Nadia and Masha and Katya.

Two years on, the opposition has been pretty effectively crushed. The main political opposition leader, Alexei Navalny, is under house arrest. Russia has claimed Crimea and invaded Ukraine. The rouble is in freefall – it’s lost 40% of its value since the beginning of the year – Putin is resurgent and every week comes the news that another independent media outlet is being closed or the editor sacked and a government stooge appointed in their place.

Was it a shock to get out of prison and realise how much has changed?

“It was a shock but at first we didn’t notice it,” says Nadia. “We behaved like we were in 2012. I’d just got out of prison and I crossed the street near my penal colony and I shouted ‘Russia is all Putin!’ It was like I was Superman, 2012.”

And the world had changed?

“But you know… maybe it’s because we went to prison that we’re so optimistic. We missed it all. We refuse to accept it.”

Nadia –or Nadezhda Tolokonnikova – is the brown-haired one (though now it’s brown with green tips), and is usually cast as Pussy Riot’s chief ideologue. Masha, or Maria Alyokhina, the one with the long red hair (though now it is most of the colours of the rainbow) is perhaps the feistiest one. Katya – Yekaterina Samutsevich – the third, quieter though no less committed member, was released on appeal after she changed lawyer. Where is she now? “She is doing her own underground project,” says Masha. “We actually don’t completely understand it,” says Nadia. “But it was her choice.”

It’s probably fair to say that the prison authorities in Mordovia and Perm had never encountered prisoners like Nadia and Masha before. Many of the inmates in the far-flung penal colonies in which they were incarcerated were serving time for drug-related crimes. The few educated women tended to be murderers. Nadia and Masha, on the other hand… they were, still are, Pussy Riot. Or Pussy Riot! as they seemed to be when they burst upon the scene in 2012. They were feminists and artists and bold and brilliant and fearless. They gave themselves a name Vladimir Putin refused to say out loud. And they brought a completely new perspective to the idea of political protest in Russia. “We just wanted to establish another role model for women,” says Nadia. “We wanted to be playful. To not be submissive.”

Masha butts in. “And to just be more interesting! We just wanted to be more interesting!”

In this, they were stunningly successful. It was hard to be more interesting than Pussy Riot were in 2012. In February they performed a song called Virgin Mary, Banish Putin, for less than a minute in the Russian orthodox Cathedral of Christ the Saviour and turned it into a YouTube hit. And in March, the three of them were arrested, thrown into prison and charged with “hooliganism motivated by religious hatred or hostility”.

Facebook Twitter Pinterest Pussy Riot perform in Christ the Saviour cathedral in 2012.

They explain to me some of the ideas behind their performances, the outfits, the colourful balaclavas. They formed the all-women group because, Nadia says: “It’s really hard to do some activity in the media business with men because people tend to treat men as leaders and women as submissive figures. That is why we organised this event. And you know in Russia, we have a lot of glamorous women but for me they’re not very interesting.

“You know, they wear high heels… we have a lot of them in Russia but, really, it’s so boring. It’s why we want to wear boots and climb up on structures in Red Square. And we had the balaclavas because it’s about everybody.”

The idea is that anybody can be Pussy Riot?

“Yes, it could be anybody. Even men. We were really inspired by the Arab spring protesters. That really drove us on. And the idea of superheroes. We love superheroes. And also, you know the Anonymous mask, that was Time’s person of the year. And we really liked that idea.”

But that was 2012, which isn’t long ago in real time, but in Russian time, it feels like decades. A lot has happened since then, I say. “A lot,” they agree.

In fact, this is an understatement. The trial, with its absurdist flourishes and political overtones, could have come from the pages of Bulgakov; a fact they played directly on, bringing a self-conscious literary sensibility to what was a Soviet-style process. But accompanied by a 21st-century Twitterfest. There were so many clashing ironies and ideologies at play. They quoted Gorky and Brodsky at an impassive judge while others tweeted them quoting Gorky and Brodsky at an impassive judge. But then, the literariness of it, the dissident intellectualism, the brutal machinations of the state, the horrors of the prison camp far away… the story of Pussy Riot seemed, in so many ways, a profoundly Russian tale. A story of crime and punishment and gold-topped churches and black-robed patriarchs and an all-powerful leader bent upon revenge. And, this being 2012, a ton of Facebook likes.

In Russia, where state-controlled TV portrayed them as demoniacal witches, it divided opinions wildly, though many were appalled at the way they were treated. Nadia was 23 and Masha 24 at the time. They both had young children. And they were sentenced to two years in that other staple of Russian literature: the gulag, or at least penal colonies that had once formed part of the gulag and had changed little since. Neither of them want to dwell on it particularly. It’s over. They dealt with it.

“It’s life,” says Nadia, who shrugs. “It was like life. It was interesting sometimes. It was difficult but I think people in their lives face a lot more difficult things, someone who was raped, or living without legs. Even everyday questions of life can be more complicated than simply being behind bars.”

They both ended up on hunger strike and when I ask Petya Verzilov, Nadia’s husband, if the experience appears to have changed her, he says: “She’s more serious, perhaps. More concentrated. It made her more committed, more determined.”

Their political concerns have always been women’s rights and those of minorities – lesbian, gay, bisexual and transgender people, the disabled and now prisoners. “How a society treats its minorities is a big test. It’s essential to treat minorities as well as other people. And prisoners, they are the lowest minority and we know how they are living. And we needed to do something about it. And we can.”

The new seriousness is evident in not one but two NGOs they have set up, employing 10 people with countless more volunteers, and what they are trying to do is proper, committed, quite thankless, unglamorous work in trying to shine a light on the Russian penal system.

I visit the two-room office and Ksenia Zhivago, 25, shows me the work Zona Prava – or Law Zone – is doing on a prison map. The aim is to collate all information about all prisons in Russia and to display it one place. To bring transparency to what they’ve had direct experience of: a byzantine, corrupt, brutal system.

It’s a massive project. But also pragmatic, practical, hands-on – the opposite of their conceptual art. They are, quite literally, getting stuck into Russia’s problems. The country has the second-highest number of prisoners in the world (after the US). How many prisons are there in total, I ask Ksenia?

“One thousand, one hundred and twenty four,” she says without missing a beat. “And we have collated questionnaires that our volunteers are trying to find the answers to that cover 300 questions.”

This, it turns out, is only the beginning. There are also journalists working on MediaZona. “We had to set up our own independent media platform,” says Masha. “We just want to inform people about what is happening in Russia now and realised we had to set up our own platform because otherwise nobody will report on these issues. All these independent news outlets have been closed or changed and you have to have independent media talking about these issues. So we had no choice. We opened MediaZona to cover police and courts and prison themes and it’s quite unique because these are not popular areas.”

On my first night in Moscow, at another formerly industrial art centre, they are hosting a charity auction to help the political prisoners arrested during the 6 May protests, the day in 2012 on which 20,000 people took to the streets to protest against Putin’s inauguration, when 250 people were arrested.

It’s a slightly disorganised affair, but everyone’s eyes are upon Nadia and Masha. They are so bright, so colourful and arresting, and they sit and smile and laugh as a couple of quite horrific video clips are shown of them being attacked by Cossacks at the Sochi Olympics and by thugs at a protest in Nizhny Novgorod. It’s a mixed crowd: artists, hipsters, randoms, a couple of serious gallerists, and a woman who I vaguely recognise and realise later is one of the other Pussy Rioters I met two years ago, minus her balaclava. Squirrel I think, or maybe Sparrow. She’d told me back then how brave she felt when she put on the balaclava. How much stronger she was. How she felt like a superhero.

Amanda Foreman, the British historian, is also in the crowd. She’s there with a BBC camera crew who are making a documentary called The World Made By Women. “What we’re looking at is how women are the agents of change,” she says. “It’s when women spill out into the streets – that’s when it tips into revolution. You see it all the time. In the march on Versailles. Or in Egypt. I find it remarkable how brave Pussy Riot are. There are so few people who are prepared to speak out in Russia at the present time and even fewer women, and you can see from that video how they are harassed and beaten. I think their courage is what makes them really stand out. Their form of protest is almost obsolete in the country or at least going that way.”

Marat Guelman, one of Russia’s most influential curators, is also at the event bidding on some of the works, and he tells me how important Pussy Riot are symbolically. “They just explained everything about Putin immediately from a visual point of view. He’s a man, they’re girls. He’s old, they are young. He’s grey, they are colourful. He was in power, they were in prison. Now, of course, Crimea is more important and Ukraine. But this system is finished and when Putin’s regime is crushed, they will be among the most important people in Russia. I really do see them as potential leaders.”

Nadia and Masha pooh-pooh this when I repeat it to them. Though they agree how difficult the situation in Crimea and Ukraine makes it to be a dissenting voice at this time. There’s a macho, militaristic, nationalistic edge to the debate that has silenced most voices, let alone ones as female, and playful and creative as Pussy Riot’s. Guelman, like others, is leaving. He’s off to Montenegro. “Even one year ago, it was possible to say, ‘I’m out of politics.’” he says. “Now it’s impossible. The situation today is that artists have to be brave. And I’m not, unfortunately.”

Facebook Twitter Pinterest Video: Pussy Riot’s tour of London

And as much as Pussy Riot deny it, they are. “I’m really very worried about them,” says Foreman. “You see from those films, there’s a real sexual undertone of menace. You get the sense that anything could happen. And that’s why I think they’re so extraordinary: women are taught not to get dirty, not to get bloody, not to cause trouble and they are doing the exact opposite.”

It’s true that there is almost a category difference between them and everyone else. And being misunderstood is part of that. They were never a band, as they were often called, they were artist-activists. They didn’t hate the church, they hated its relationship with the state. And, while they’ve performed with Madonna in New York and attended festivals in Vegas and freedom forums in Oslo, and will speak tomorrow at a Guardian Live event in London, they haven’t just gaily stepped aboard the celebrity circuit and cast off for sunnier shores.

“I grew a bit bored with them, if I’m honest,” one foreign correspondent in Moscow tells me. “They seemed to be just hanging out with Madonna and going to festivals.”

In fact, it’s how they’re funding their projects. They’re using their appearance fees to pay the wages of their researchers and journalists.

“And if I had more money I would pay for more journalists,” says Masha. “And it would make me a really happy person because there is really a so fucking bad situation with the media now and journalists having to work for the government or the city or just leave the country.”

Maria Baranova, who was one of the leading lights of the 2012 protests, goes further. “I love them for what they’ve done! They have created this platform and they are spending their own money to do it. There are all these businessmen with loads of money too chickenshit to do this.”

What was amazing about Pussy Riot, she says, “is that it opened up this philosophical debate. For a year or more, every kitchen, every discussion on a Friday night went back to Pussy Riot. And were they right? Or were they wrong? Even my grandfather, I never talked to him about these things, and even he said, ‘You know, these whores… ’ And I’m like, ‘Yeah, grandpa, what about these whores?’ And you know, what they are doing now? Before them, nobody was paying any attention to the plight of prisoners Nobody.”

Facebook Twitter Pinterest Mikhail Khodorkovsky, who spent 10 years in prison on tax evasion and embezzlement charges. Photograph: Ivan Sekretarev/AP

Has going to prison given them a certain moral authority to speak now? “Of course! It’s like Khodorkovsky. There are loads of oligarchs but only he has earned the right to talk about these things.”

We end up going off to a party deep in the Moscow suburbs – Nadia, Masha, Petya, Maria and me. Petya, who handled the world’s media for the two years they were in prison and masterminded the entire Free Pussy Riot campaign – he persuaded Madonna to wear a balaclava at her Moscow concert – is ribbed mercilessly by Maria as we struggle to find taxis. “This guy!” she says. “He’s basically married to Angelina Jolie and he can’t even find a taxi!”

When we eventually get there, it’s on the 13th floor of a decaying concrete tower block with a view of other decaying concrete tower blocks as far as the eye can see. “You’re in the real Moscow now,” says Petya when we get out of the taxi. Inside, however, it’s a warm and cosy fug: a couple of rooms of activists and journalists that could be any house party anywhere, apart possibly from the industrial-level amount of smoking going on and the fact that on the kitchen counter, there are takeaway boxes containing not pizza but Caucasian sour cherry pie.

I chat to the deputy political editor of one of the state-run broadcasters and he tells me how he used to have a job with Dozhd (Rain), the independent TV channel, until someone sent out an ill-judged tweet about the siege of Leningrad. It was a quiz question: should Russia have surrendered and saved countless lives? “And you know in Russia this is a very emotional subject, the siege of Leningrad. And there was this huge outcry and the government forced the cable operators to drop the channel. And 300 journalists lost their jobs. It was just an excuse but that’s what they do now. They did the same to Lenta.ru, which was the biggest independent news site and the editor got sacked and 80 journalists walked out with her. And this week, Moscow Echo, the independent radio station, another editor was sacked over a tweet he sent. And you know this is the only independent radio station there is.”

But you got another job? “I did but not everybody was so lucky. A lot of people are just going abroad.”

Did you not consider leaving, I ask Nadia and Masha later. “No,” says Masha. “This is our territory. And we want to put our flag on it.”

“And we are artists,” says Nadia. “Some people don’t believe that we are but we are. And when artists move very far from their country, it’s not so good for them.”

Later, a guy in a baseball hat turns up. He’s called Ruslan and is 19 years old. And it turns out he was the one who sent the tweet. “The tweet that led to 300 people losing their jobs?” I say. And he nods miserably. “It really wasn’t my fault,” he says. “It was Medvedev’s [the prime minister’s] show.”

Maria Baranova walks back into the kitchen. “Do you know the story of the Dozhd tweet?” I ask her. “Do I know it? I was Dozhd’s science correspondent at the time!” she says.” I’d just been screen-tested to be the anchor on the 9pm news! I’d kill that guy!”

Ruslan waves his hand at her. “Hello,” he says. “I’m that guy!”

It’s all good fun, but whenever the talk turns to politics, there is a real sense of unease about what will happen next. The story on the front of the Guardian’s website that day is of Gorbachev announcing the start of a new cold war.

“It’s bullshit!” says Masha when I tell it to her.

From both sides? “Of course from both sides! There’s this hypocrisy from the west. They say these things but they still do business. It’s one thing to impose sanctions but not to demonise all Russians.”

And yet, they refuse to be pessimistic. They are waiting for the moment for the next protest. They are planning “something big”. It is difficult right now, “but another moment will come”.

It will? “Of course! C’mon, it’s not impossible,” says Nadia. “It’s just simple logic. There’s no way it can’t.”

Officially, they are “enemies of the state”. They are under surveillance. When they go to other cities – such as Nizhny Novgorod – there’s always a danger that local hoods will be semi-officially organised against them. “It’s just words,” says Masha, when I ask her about being an enemy of the state. “It’s just their words. It’s what they say.”

So you’re unwilling to accept it? “We are really friendly people! You know… when friendly people become enemies of the state, it is very strange.”

They are friendly people, it’s true. I spend various chunks of time with them over the course of three days, and they quite slowly reveal themselves. Masha is the more straightforwardly outgoing, accessible one; she’s funny, combative, a bit cheeky. Nadia comes across initially as almost otherworldly. She’s unnervingly self-possessed. But then I come to realise that she’s mostly just a little bit shy. “I’m an introvert,” she tells me later. “Really, I prefer to be at home with my daughter and my husband and my books.”

Facebook Twitter Pinterest Madonna shows her support for Pussy Riot during a 2012 gig. Marco Piraccin Photograph: KPA/Marco Piraccin

She likes “theoretical books”, philosophy – it’s what she studied – and there’s a quite bracing aspect to her intellectualism. I make some point about the lack of women in politics and she interrogates me on what I mean.

“Do you believe that women are against war?”

I just think they bring a different voice to the debate, I say.

“I really don’t believe in essentialism. I do not believe women have special characteristics. I think it’s all about social, cultural conditioning.” And when I ask her how she discovered feminism, she tells me how there were two books on her mother’s bookshelves: one was the Bible and one was a book by Maria Arbatova, a Russian feminist from the 1990s.

And then there was Cosmo.

“It might sound strange but when I was very young I read these women magazines like Cosmopolitan and they were pretty feminist. You know it was all about how to fuck men. And just have a man. And spend one night with him. And make the night very well for you, not for him.”

And that was an empowering idea?

“I found it interesting. You know this type of behaviour isn’t for me, because as you know, I’m an introvert. But I got the idea that a woman can live like a man.”

Nadia’s childhood was another blackly Russian experience. She grew up in Norilsk, a Siberian mining and metallurgy city that was once the centre of the Norillag gulag and one of the 10 most polluted places on earth. She shivers whenever she talks about it. Have you ever been back? “No. My dream was to leave. And I did.” It’s in the polar circle and only accessible by plane. “In winter it is just dark and freezing and it only became a town in 1953; before that it was a barracks. You know prison wasn’t so difficult for me. The penal colony was hard, but the prison in Moscow… where I had things to read. It was just like being in Norilsk. You couldn’t go outside there. It was too dark and cold. You stayed in one room. It was the 1990s and we had this big computer and that’s where I spent all my time.”

Masha, on the other hand, grew up in Moscow. “And I just saw all these girls who wanted the same thing. They all wanted a job, a family, a nice flat in the centre of Moscow and I was kind of a problem child. I wanted to see how they’d react…”

Nadia jumps in: “You just wanted to fuck their brains.”

“I thought if I am different, I wanted to know what they will do and how they will answer to me.”

And how did that go?

“Unfortunately I did not actually meet any person who could answer me.” Her turning point came when she had a baby – at 18. “And I was lucky because I had a flat, and the father of my child, and my parents and so on, but I found out how it was for people who were single mothers, who didn’t have this, and it’s completely another situation and I couldn’t believe that it was like this. That this is how this country works. And it made me so mad.”

Her son, Philip, is now eight, and Nadia and Petya’s daughter Gera is six. There are not many women like you, I say, in western Europe or the United States, who have children so young and who go on to combine it with a life so engaged with the outside world.

Facebook Twitter Pinterest Nadia in a solitary-confinement cell at the penal colony in the village of Partza. Photograph: AFP/AFP/Getty Images

“It makes you stronger,” says Nadia. “Masha and I had a similar experiences though we weren’t connected at that time. I went to Spain as a teenager and I was travelling around and I met this man who had a child. And I said, ‘Does your child take up a lot of your time? Can you still read and do the things you want?’ And he said that since he’d had his child, he had more time because it made him stronger, more concentrated, more serious.’”

We discuss how the word “feminism” was considered an obscenity during their trial.

“Russian people don’t understand it. They think it’s the same as lesbianism. Which, you know, is the worst. Because lesbians refuse to give pleasure to men,” says Masha. “And there’s also the demographic problem. If a woman doesn’t have children she is refusing to do her patriotic duty.”

We’re in a taxi by this point. They have to go to the British Embassy to pick up their passports with their visas and I come along for the ride. It’s the upsurge in patriotism, in nationalism, that’s perhaps the hardest thing to handle right now.

“My son came home from school and there was a performance and all the boys were army boys,” says Masha. “I was just so fucking shocked! I said, ‘Do you want to go to war?’ And he said, ‘Yes, we should protect the country.’ And I said, ‘From who?’”

This is how it is in Russia now, she says. “You know what the young people say about Stalin now? They say he was an ‘effective manager’. Those are the words that they use.”

It’s unclear exactly what they’ll do next. “We’re still young,” Masha tells me at one point. “We don’t want to do the same thing for ever.” They are. And it maybe depends what Russia does next. But it’ll be worth waiting for, I suspect.

Nadya and Masha are speaking at a Guardian Live event, Pussy Riot – Art, Sex and Disobedience, tomorrow at 7pm, Greenwood theatre, London SE1