(CNN) When ISIS came for Zeinat and her family, they ran, terrified, for the safety of the mountains. They had heard the horror stories and knew only too well what might happen to them if they stayed in their home.

But they were too late; stranded at the foot of Iraq's Mount Sinjar by the huge crowds of refugees struggling uphill, they were easy pickings when fighters arrived.

Separated first from her father, and then from her sisters, she was forced -- like thousands of Yazidi women -- into slavery, treated as the property of the so-called "Islamic State."

Zeinat, though, wasn't working for ordinary rank-and-file ISIS militants; instead she was handpicked to serve terror boss Abu Bakr al-Baghdadi and his family and friends.

ISIS chief's former slave says he beat her

ISIS chief's former slave says he beat her 04:17

ISIS chief's former slave says he beat her

Speaking exclusively to CNN, Zeinat (not her real name), 16, has told of how al-Baghdadi beat and mistreated her. She also says he raped American hostage Kayla Mueller, who was held captive by the group after being taken hostage in 2013.

"He treated us so badly," she says, her beautiful, expressive blue eyes peering out fearfully from behind a rust-red tasseled headscarf as she relates her harrowing ordeal at the hands of one of the world's most wanted men.

"He would always tell us: Forget your father and your brothers. We have killed them. And we have married off your mothers and sisters. Forget them."

Selected by the terrorist leader -- though she did not know who he was at the time -- at a slave market in "a white palace ... between the mountain and the sea," Zeinat and eight other girls were taken to his home in Raqqa, Syria, the de facto capital of ISIS' territory

As soon as she arrived, she says, she was made to watch a video showing ISIS fighters beheading a Westerner and threatened with the same fate unless she agreed to abandon her Yazidi faith.

"There was a journalist, an American journalist, and there was a man dressed all in black," she remembers. "He killed the journalist. He beheaded him."

Zeinat's description matches widely circulated ISIS videos of the killings of James Foley, Steven Sotloff and other Western hostages.

Deadly ultimatum

"(Al-Baghdadi) showed us this on the laptop, and they said to me, 'If you don't convert to Islam, this will happen to you -- we will behead all of you,'" she recalls.

"'You have two choices,' they said. 'Convert to Islam. Or die like this.'"

The Yazidis, a small Iraqi minority who believe in a single god who created the Earth and left it in the care of a peacock angel, have been subjected to large-scale persecution by ISIS, which accuses them of devil worship.

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ISIS militants have kidnapped, raped, tortured and massacred thousands of Yazidis; the United Nations has accused ISIS of committing genocide against them.

Al-Baghdadi and his family were constantly moving from one home to another, one town to the next, Zeinat says; the day after she arrived, an airstrike destroyed the house next door, forcing the entire household to pack up and move on.

Zeinat says she was beaten by al-Baghdadi, who insisted she and the other women "belonged" to ISIS, and taunted by his three wives and six children while cooking and cleaning for them.

In the face of such brutal abuse, she became determined to run away. On one occasion, she and others managed to steal the keys to the house they were being held in.

"We got the key and unlocked the door. We ran and ran ... we saw a house just outside Aleppo ... and there was an Arab woman. She said, 'Come in, come in. I will help you and bring you to Iraq.' ... She said ... she would help us, but then she called Abu Bakr al-Baghdadi."

She says ISIS militants -- and al-Baghdadi himself -- took retribution.

Abu Bakr al-Baghdadi, here addressing worshippers, beat Zeinat with a hose, she said.

"They beat us all over our bodies," she recalls. "We were completely black from the beating. They beat us with everything: cables, belts and wooden sticks.

"(Al-Baghdadi) hit me (with a) garden hose and (a) belt. Then he slapped my face and my nose bled," she says, touching her left cheek to indicate where the blows fell.

Zeinat's arm was dislocated, she says: "Even now, when I carry something I still feel pain." Her friend suffered a broken bone in her face.

Brutal beating

"Al-Baghdadi told us, 'We beat you because you ran away from us. We chose you to convert to our religion. We chose you. You belong to the Islamic State.'"

The former slave says she did not realize at the time who her captor was, only discovering his true identity once she had escaped: "I was so scared again, and very upset. I can't imagine he was the leader of ISIS. I was so frightened. He could have killed me."

Zeinat says that while in ISIS captivity she became close to U.S. hostage Kayla Mueller: "She was a friend, she was like a sister to me."

Zeinat says the pair met in a "jail" in Raqqa, where she was held as part of her punishment for trying to run away from al-Baghdadi's household.

"The first time I entered the room, I saw Kayla. I thought she was Yazidi, so I spoke in Kurdish to her. She told me, 'I don't understand,' so I spoke to her in Arabic. ... I told her I am a Yazidi girl from Sinjar and I was captured by Daesh (ISIS).'

"After that we stayed together and became like sisters."

They were kept together at the jail for several weeks, Zeinat says.

"There was so little room (in the cell), and it was dark, with no power. It was summer and it was so hot," she says, explaining they were given bread and cheese in the morning, and rice or macaroni at night, "Just a little bit, and we were starving."

Later, Zeinat says, they were moved to a house belonging to Abu Sayyaf, a high-ranking ISIS fighter who U.S. officials say was in charge of ISIS's substantial oil revenues.

Mueller, she says, confided that she had been raped by al-Baghdadi.

"When Kayla came back to us (after being taken to see al-Baghdadi), we asked her, 'Why are you crying?' And Kayla told us al-Baghdadi said: 'I am going to marry you by force and you are going to be my wife. If you refuse, I will kill you.'

"Kayla told me specifically ... 'Abu Bakr al-Baghdadi raped me.' (She said he raped her) four times."

The humanitarian worker, who was captured in northern Syria in 2013, is believed to have been killed in February of this year.

Plea to U.S. captive

Zeinat says she tried desperately to persuade Mueller to run away, but to no avail.

"When I heard what Kayla told me, I wanted to escape. I told Kayla to escape with me, but Kayla refused. She told me about the American journalist who was beheaded, and she said, 'If I escape, they will behead me.'"

"The first time I told her I would escape, she said, 'Don't run away. If they catch you, they will surely kill you.'

"But I told her, 'No. I saw what Abu Bakr al-Baghdadi did to you. I saw how you suffered. I saw how much pain you were in. I will escape whatever way I can.'"

ISIS claims the Quran justifies taking non-Muslim women and girls captive, and permits their rape; Zeinat says al-Baghdadi threatened her and others that they too would be forced to submit to sex with him.

"Al-Baghdadi told us, 'I did this to Kayla. And what I did to Kayla, I will do to you. On Friday. On Friday it will be your time.'"

Zeinat says the reclusive ISIS leader treated Mueller as "his wife," forcing her to wear a traditional veil covering her face.

"Al-Baghdadi married her ... she was his wife. He did not allow his friend Abu Sayyaf to see her face. Always she had to wear the niqab."

She said al-Baghdadi presented the American with a watch as a sign of his ownership of her: "It was a normal watch, but it was so expensive. ... He also gifted his other wives the same kind of watch."

U.S. officials are understood to have spoken to several girls who were held captive with Mueller, and the information they gave has been shared with her family.

A spokesman for the U.S. Consulate General in Irbil, Iraq, said, "It's our policy not to comment on ongoing investigations."

The former slave has also been able to offer tantalizing clues to the way the man at the helm of ISIS operates

The ISIS leader was a late riser, she says, routinely getting up at 10 a.m. and not going to sleep until midnight. He would stay in his room for three or four hours of the day.

"Sometimes, he would talk to us ... but then we wouldn't see him for days. We didn't know where he had gone."

Fear of mobile phones

Al-Baghdadi, she says, looks just as he did in the most recent known photograph of him, taken at a Mosul mosque, "but he doesn't wear these (traditional Muslim) clothes. He wears ordinary, normal clothes. And not this watch, another watch ."

The terror boss shunned mobile phones, she says, convinced that coalition fighters would be able to track him through their signals.

"He had good connections to all of his commanders. ... But I don't know how he communicated with them," she says.

"He did not use a telephone. He was afraid that the aircraft would know his location."

Instead she says she believes he communicated with his commanders by word of mouth, using trusted confidants to pass messages on.

For Zeinat, though, "there were no kind words," no respite from the cruelty she suffered, and she remained determined to escape. Finally, she spotted an opportunity.

"There was one window in our room," she says. "It was a little broken. We kept pushing it and pushing it until there was a small space," just large enough for her and a friend to crawl out of.

In the dead of night, she says, they ran -- and kept on running.

"We didn't know where we were going. We just prayed to God. Prayed for God to help us, to end our suffering. We didn't know where to go, we had no plan ... we just ran in any direction."

Shot at by ISIS fighters at one point, they crawled, ran, hid and walked for hours, eventually reaching a small village.

"We saw all the houses had no electricity, there was no power except for one house," she remembers. "I told (my friend), 'We are going to go to that house and ask for help. ... ISIS always turns off the electricity because of air strikes, (so) we should choose that house.'

Motorbike ride to safety

"We went there and we told the family, 'We are Yazidi girls who have escaped ISIS. We want to go back home and we want you to help us, if you can.'"

The man and his cousin rode them to safety on the back of two motorbikes.

"We wore black niqabs that covered our faces and we rode behind them on the back seat," she explains. "They drove us ... through the fields and back streets, to avoid all the checkpoints."

They made it out safely, and Zeinat was later happily reunited with her mother and some of her siblings, but three of her sisters remain in the hands of ISIS, and their fate is unknown; her father is missing, presumed dead.

Having survived her ordeal, which she believes lasted about two and a half months, Zeinat now wants to put it behind her -- she hopes to move overseas and train as a teacher.

She also hopes the information she has provided to the authorities will help lead coalition forces to him: "I hope they kill him," she says. "Soon."

"He murdered people. He forced people to convert. He raped girls. He killed families, separating mothers from their children," she says.

"I want the world to know how evil he is."