LEIGH SALES, PRESENTER: The rise of terrorist group Islamic State and its capture of territory across Iraq and Syria has been accompanied by some of the most barbaric war crimes of the modern era.

Australians are involved in the atrocities, most notoriously Khaled Sharrouf and his friend Mohammed Elomar.

You might remember that appalling photo of Sharrouf, proudly allowing his seven-year-old son to hold a severed head.

We've heard a lot about beheadings, mass killings and kidnappings, but we've not heard in detail about the plight of women and children captured by the jihadists.

Last week, the ABC's Middle East correspondent Matt Brown and cameraman Mat Marsic made a difficult journey to northern Iraq.

There, they met four women who wanted to tell their stories of being bought as slaves and then abused by the two Australian jihadis.

Here's the exclusive report.

MATT BROWN, REPORTER: The mountains of northern Iraq look harsh and imposing. But today, they offer shelter to the Yazidis.

The Yazidis are an ancient religious minority driven from their homes in a genocidal campaign waged by the fundamentalist Muslims of the Islamic State militia. Among them are women who say they were enslaved by Australians.

'LAYLA' (voiceover translation): In Syria, in Raqqa, we were kept in a hall. The Australian then came there and bought us.

MATT BROWN: When Islamic State fighters conquered much of northern Iraq last year, they targeted the Yazidis because they believe they're infidels who can be killed. The Yazidis' suffering helped galvanise opinion in the West, and soon, the US, Australia and other allies were bombing Islamic State positions.

But thousands of Yazidi women had already been kidnapped and taken across the border, deep into Syrian territory, here, to the city of Raqqa, Islamic State's de facto capital.

'NAZDAR' (voiceover translation): I saw with my own eyes those people taking my friends by force and beating them. After sleeping with them for one night, they'd sell them to someone else.

MATT BROWN: This is where, in a sort of slave clearing house, the Yazidi women first met an Australian Islamic State fighter.

'NAZDAR' (voiceover translation): The first time the Australian came into the hall, he was fat, with a giant body and just looking at him was frightening. So I fell down crying and sat down beside the guard who was holding us.

MATT BROWN: Nazdar is one of seven Yazidi women who say they were held captive by Australian Islamic State fighters. 7.30 interviewed four of them and showed them a series of photos of alleged Islamic State members. Each one identified this man as their captor. Khaled Sharrouf is a notorious jihadist, convicted and jailed for his involvement in a terrorist plot in Australia. Now, he's accused of keeping slaves.

'NAZDAR' (voiceover translation): We couldn't even cry, they hurt us so much. If we refused anything they demanded of us, they would beat us hard.

MATT BROWN: The women are still terrified. They want to remain anonymous and we've changed their names. While it's impossible to verify their accounts, they knew Khaled Sharrouf's first name and the names of his children and they tell a chilling tale of life at the mercy of Australia's jihadists.

'NAZDAR' (voiceover translation): We were telling them, "You can starve us. We will do any job you want. Just don't force us to get married."

MATT BROWN: Another of Sharrouf's alleged captives, Layla, also picked him out instantly.

Sharrouf is notorious for posting an internet picture of his son holding a severed head last year. And 'Layla' says Sharrouf's children are being badly affected by the cruelty around them.

'LAYLA' (voiceover translation): The children were holding knives and told us that they were going to kill us. They were calling us infidels. "All Yazidis are infidels," they said. "All the world must convert to Islam."

MATT BROWN: Khaled Sharrouf is believed to have been joined in Syria by his wife and five children and 7.30 has obtained dozens of images offering a disturbing glimpse of their life in the jihadist's home.

'LAYLA' (voiceover translation): We were required to do anything those children asked. We were their servant and slaves. We weren't allowed to disturb them or rebuke them. That went for the entire family. We had to do anything they wanted.

MATT BROWN: Guns were everywhere. Here, the eldest son has his hand on an assault rifle. Another is propped on the wall beside him.

Sharrouf prompted outrage last year when he posted this image of his youngest son holding a submachine gun. But 7.30 has obtained even more in that series. The little boy's finger is barely long enough to reach the trigger, but he's being schooled to revel in the odious combination of guns and God.

Here, a woman, possibly Sharrouf's eldest daughter, attends a firing range. Khaled Sharrouf was also there.

Over two months in captivity, the Yazidi women came to know the bragging gunman as an ex-convict who suffered mental illness.

'LAYLA' (voiceover translation): He told us that he was tortured in jail and given medicine that made him almost mad. He said, "When I get angry, I could kill anyone. I've got no mercy or kindness in my heart."

MATT BROWN: The Yazidi women say Sharrouf's wife and children often talked of home.

'NAZDAR' (voiceover translation): He wasn't talking about it, but his family were always complaining, saying they can't live in that place. They were crying and quarrelling and demanding to return to Australia.

MATT BROWN: From the suburbs of Sydney, Khaled Sharrouf has led his family into a nightmare. Not just to the jihad, but down the path of ethnic cleansing.

'LAYLA' (voiceover translation): He tried to ban us from crying and showing our sadness. He threatened to sell us if we did. He said, "Why are you sad? Forget about your home and family. This is your home and we are your family now. Forget about your gods for good because we have killed them all."

MATT BROWN: Khaled Sharrouf's victims are scattered along this mountain chain, where the winter brings bitter cold and sudden rain. In yet another refugee camp, Ghazala is trying to regain a sense of security and self-esteem. But tens of thousands of Yazidis are left with nothing. Thousands are confirmed dead. Thousands more are enslaved.

And from Ghazala's family of 13, 10 are still missing. She too was quick to identify Khaled Sharrouf as her captor.

'GHAZALA' (voiceover translation): His children were treating us badly as well and they had knives and cellphones, saying that they will take videos while killing us because we follow a different religion. And said that they will make a video while cutting off our heads.

MATT BROWN: In a freezing concrete room in a town not far away, a fourth victim, 'Sara', is still living in shock. From her family, 27 members are still missing and 'Sara' says she'll never forgive Khaled Sharrouf for his role in the suffering of her people.

'SARA' (voiceover translation): When we asked him about the men, he said they were beheading them. They killed the men. There are no men alive. He would tell us, "This is your home. You have no other home. You have to obey what we say."

MATT BROWN: The Australians fighting for Islamic State say they're fighting for religious purity, but they're now credibly accused of being involved in slavery and ethnic cleansing. They have left their own appalling mark on this place and its people. But because we've had to keep the women anonymous, what you can't see is their incredible strength and courage. Given all they've been through, it's truly extraordinary.

7.30 believes the women were held here, in a building on Newbridge Road on the outskirts of Raqqa. The water tower is a clear landmark and they say they were kept up on the second floor in a room behind the main window. The site is easy to identify. But the full story of what happened here is less clear.

The women say another Australian, using the name Abu Hafs, lived alone on the first floor. Two women identified him as Khaled Sharrouf's Sydney mate, Mohammed Elomar, another notorious extremist. They knew his first and middle name and the fact his wife was arrested before she could leave Australia to join him.

A message on a Twitter account, reportedly operated by Elomar, offered to sell a Yazidi girl late last year. The Yazidi women we interviewed say Elomar either raped or threatened to rape two of their friends, but they would not be interviewed.

'NAZDAR' (voiceover translation): She told me, "He says that I must marry him or else he is going to sell me." And every day, he was bringing people to his home, offering to sell my friend to them.

MATT BROWN: The women say Khaled Sharrouf also demanded they marry him. But again, there's no first-hand testimony.

'GHAZALA' (voiceover translation): They told two of us to marry him. And he was taking them to a lonely, private room and spending two or three hours with them. Sometimes he was taking one of them late at night and bringing her back in the morning.

MATT BROWN: The forced marriage and rape of Yazidi women by Islamic State fighters is well documented. But the truth here is hidden behind secrecy, trauma and shame.

It's a miracle the women escaped, and for security reasons, we won't describe how they did it. But, now that they're free, they hope some day, somehow, the Australian Government will avenge them.

'LAYLA' (voiceover translation): If those terrorists are ever caught, they must make sure that they will never escape. I want them to punish those terrorists and torture them.

MATT BROWN: One of the women identified a third Australian, who held her only briefly. Amnesty International has been told of a fourth. They are amongst the dozens of Australians drawn to this jihad, descending even further into deprivation and barbarity.

LEIGH SALES: Matt Brown reporting.