An American woman held by Afghan militants along with her husband and two young sons is seen pleading for U.S. intervention in a new video obtained by The Daily Beast.

The video is intended to convey a message to the governments of Afghanistan, Canada, and the United States that there will be consequences for the execution of Taliban prisoners in Afghan jails, said a member of the Haqqani network, a Taliban affiliate that is holding the family captive and made the video.

Caitlan Coleman and her Canadian husband Joshua Boyle were kidnapped while hiking in Afghanistan in 2012. Their families have previously said that Caitlan gave birth to two boys while in captivity.

In the new video posted online by jihadists, Coleman and Boyle each speak in turn, slowly and apparently from a script prepared by their captors.

“We have been told that the Afghan government has executed some of their prisoners...and that our captors are frightened of the idea of further executions,” Coleman says. “Because of their fear, they are willing to kill us, willing to kill women, and to kill children, to kill whoever in order to get these policies reversed or to take revenge.”

“I ask if my government can do anything to change the policies of the Afghan government to stop their policy of executing men before these men start executing their prisoners,” Coleman said.

She also addressed her family, asking them to try to persuade the U.S. to get involved.

“If you are able to do anything to help, if you could please try to help stop this depravity,” she said, referring to the Afghan government’s policies.

A second video showing Coleman and Boyle as well as their two children has also been made, in an effort by their captors to prove that the family is alive and in good health, but it has not been released publicly, according to an individual familiar with the video and who asked not to be identified.

In May, the Afghan government executed six Taliban members. The Haqqani source said that the video was made two to three months ago, but that it’s being released now in response to Monday’s ruling by an Afghan court that Anas Haqqani, the brother of the network’s leader, will be executed for his role in helping to raise funds for the network. The Haqqani have conducted devastating terrorist attacks in Afghanistan, including some against U.S. forces.

The Haqqani member said Anas Haqqani was “a student, he was not involved in any kind of military activities,” and called his death penalty “unfair.”

One of Boyle’s relatives said the family hadn’t seen the new video until Tuesday morning.

“It made me cry,” Kelli O’Brien, Boyle’s aunt, told The Daily Beast in a brief phone interview. “Joshua is still my little nephew in mind.”

Over the years, the family has received videos and notes from their loved ones demonstrating that they are still alive. An Afghan Taliban member told The Daily Beast that all four hostages are in good health and are being held in a place where they can move about and exercise.

While the new video contains an implied threat, it doesn’t indicate that the hostages are in imminent danger of being killed, said a former U.S. official and expert on Afghanistan and Pakistan policy issues. That’s because the Haqqani have always viewed kidnapping and ransom as a business and know that Coleman and her family are valuable only if they’re alive.

“It seems like a fairly passive attempt to influence Afghanistan with respect to to the execution of Anas Haqqani,” the former official, who requested anonymity, said of the video.

But the Haqqani network has also grown closer to the Taliban, which has its own political goals and may see executing a prisoner as powerful leverage against the Afghanistan government and the United States.

“If the hostages are still in the umbrella of Haqqani’s criminal enterprises, then this [video] really is a fairly insignificant shot across the bow, because it’s very important to the Haqqani that they protect their prisoners and safeguard their ability to receive ransoms, even if it takes years,” the former official said.

“On the other hand, if the closer alliance between the Haqqani and the Quetta Shura [the collective body of Taliban leaders] has thoroughly blurred the lines of their criminal enterprises, then this represents a subtle threat against the safety of the family.”

U.S. officials said they are aware of reports of the video and are working to free Coleman and her family. While Boyle is a Canadian citizen, U.S. officials are working to release all the family members and view the two children as American citizens.

"Certainly when Americans are taken captive, this becomes an immediate priority for us,” Army Gen. Joseph Votel, who leads U.S. Central Command, told reporters at the Pentagon on Tuesday, referring to Coleman and her family.

“We are paying extraordinarily close attention to that. We always do. I won't get into too many details with that. But I am satisfied that we are doing everything we can at this juncture to understand who took them and try to bring them back.”

Privately, U.S. officials have said in recent months that they believe they are opening new diplomatic channels, particularly with the government of Pakistan, to help free the hostages. But it has been slow going.

A Republican lawmaker said Coleman and her family’s plight shows that a new FBI team set up to improve hostage rescue efforts across hasn’t made sufficient progress.

“The fact that the Coleman family is still in captivity despite multiple attempts by Haqqani to work her release and the release of her family underscores the tremendous shortcomings of the FBI and the hostage fusion cell,” Rep. Duncan Hunter, a frequent critic of the Obama administration's hostage policies, told The Daily Beast in a statement. The fusion cell was set up after family members of hostages who were killed by ISIS said that the U.S. government failed to communicate with them and didn’t work as a whole to bring their loved ones home.

Anas Haqqani, whose execution sentence prompted the release of the new video, was captured by U.S. authorities in 2014 while traveling through Qatar and Saudi Arabia. The Americans turned over him and a traveling companion, Hafiz Rashid, to the Afghan government.

Rashid is the brother of Mohammad Nabi Omari, one of the five Taliban prisoners that President Obama decided to trade for Army Sgt. Bowe Bergdahl, who also had been a Haqqani prisoner.

Ever since the Bergdahl trade, the families of U.S. hostages have pressured the Obama administration to make similar deals to free their loved ones. But the White House, which has refused to pay ransoms for American captives, has also refused to conduct trades for civilian hostages. Officials characterized the Bergdahl trade not as a hostage swap, but rather a military-style prisoner of war exchange.

But Coleman and her family’s captors don’t seem to acknowledge that distinction.

“The Taliban demands are obviously a prisoner swap, like what what they did in Bergdhal’s case, but now the Americans are too lazy to take care of the couple and two children,” a senior source in the Afghanistan Taliban’s representative office in Qatar told The Daily Beast.

Coleman and Boyle have been two of the most visible prisoners in Afghanistan. Their families have openly pleaded with the U.S. and Canadian governments to intervene on their behalf and ensure their safe return.

Recently, the Haqqani were close to a deal with the Canadian government to free Boyle, but he refused to return home without his wife and children, an Afghan Taliban source said.

One other American is known to be held by the Haqqani network, but The Daily Beast has not released the hostage’s name at the request of family members and U.S. officials.

—Shane Harris reported from Washington and Sami Yousafzai reported from Pakistan. With additional reporting from Nancy A. Youssef in Washington.