Ariza Ghazalee's final post on Facebook was a picture of 15 pieces of luggage on a sidewalk about to be loaded into a car that would take her family to Schiphol Airport for the flight to Malaysia and a new life.

She tagged the name of her husband and four children in the photo, along with the words, "Starting our new hijrah, Alhamdulillah" and three hearts. Hijrah basically means migration. Alhamdulillah, Praise God.

They,...