A Western couple who were kidnapped by the Taliban in 2012 have appeared in a chilling new video alongside their two children who were born in captivity.

Joshua Boyle, 33, from Toronto, Canada and his wife Caitlan Coleman, 31, from Pennsylvania, were joined by their sons in the hostage video for the first time.

Coleman was seven-months pregnant when she and her husband were captured traveling through the Wardak province of Afghanistan in October 2012, making her eldest son nearly four years old now. It's unclear when Coleman gave birth to their second son.

But this is the first time their children have appeared in a hostage video with them.

Scroll down for video

Joshua Boyle, 33, from Toronto, Canada and his wife Caitlan Coleman, 31, from Pennsylvania, were joined by their children in the hostage video for the first time

'We are living in a Kafkaesque nightmare,' Coleman said during the footage, purportedly filmed on December 3, as she called on the American and Canadian governments to help them.

'We can only ask and pray that someone will recognize the atrocities these men carry out against us,' said the mother-of-two, who was wearing a burka with the veil pulled back to reveal her face.

'My children have seen their mother defiled,' she added in the video.

Coleman called on President Barack Obama to arrange their release as part of his legacy before he left office.

She urged him to offer their captors 'something so they and you can save face'.

The Western couple who were kidnapped by the Taliban in 2012 appeared in the chilling new video alongside their two children who were born in captivity

'W e can only ask and pray that someone will recognize the atrocities these men carry out against us,' said the mother-of-two, who was wearing a burka with the veil pulled back to reveal her face, as she appeared with her husband and kids

Coleman also addressed President-elect Donald Trump, asking him to grant their captors what they want; 'money, power, friends.'

The American government was also not to harm any Afghans in its custody.

'God willing, they will release us,' she said.

Sounding resigned and weary, Boyle addressed 'whatever secretary of state will see' as he was skeptical that President Obama or President-elect Trump would ever see the footage.

'It's been more than four years (since the kidnap) so I please with you to be quick.' he added.

This is only the second hostage video in three years the Taliban has released of the couple.

In the other video, released last August, Boyle and Coleman pleaded with the Afghani government to halt the execution of Taliban prisoners.

They wanted that if the government didn't comply, their captors would kill them and other prisoners - including women and children.

Boyle and Coleman were traveling through the Warduk region of Afghanistan in October 2012 when they were taken hostage by the Taliban. The couple pictured above in happier days

'We have been told that the Afghan government has executed some of their prisoners... our captors are frightened by the idea of further execution or further death,' Boyle said.

'Because of their fear they are willing to kill us, willing to kill women, to kill children, to kill whomever, in order to get these policies reversed or 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. Caitlan Coleman, American prisoner of the Taliban

Coleman added: '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.'

She also appealed to her family, asking them to do what they can to influence a positive outcome for her captors.

'If you are able to do anything to help, if you could please try to help stop this depravity,' she says.

Coleman's parents revealed that they received a letter from their daughter in November 2015, saying she had given birth to a second son with her husband while in captivity.

Joshua Boyle (left) or Caitlan Coleman (right) also appeared in another hostage video released in August

In the video, the couple said that the Taliban would kill them if the Afghan government continues to execute Taliban prisoners

The Daily Beast, which spoke to a Taliban member about the video, repots that the family are in good health and are being held in a place where they can move around and exercise.

They are technically being held by the Haqqani network, an affiliate of the Taliban.

U.S. officials said in August they are working to free the family, including Coleman's Canadian husband.

'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 after the first video. '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.'

The Canadian government was reportedly close to finalizing a deal with Haqqani recently but the deal fell through when Boyle refused to leave his wife and two kids behind.

In Coleman's letter last year, she spoke of her desire to be freed.

'I pray to hear from you again, to hear how everybody is doing,' the letter said.

After receiving the letter, Coleman's family recorded a video directed at the Taliban's chief, Mawlawi Haibatullah Akhundzada, begging him to show their daughter mercy.

'Thank you for sharing such wonderful news. These blessings brought us great joy,' Coleman's father said.

From left, Patrick Boyle, Linda Boyle, Lyn Coleman and Jim Coleman hold photo of their kidnapped children, Joshua Boyle and Caitlan Coleman in June 2014

'Such news has also brought us great sorrow. We desperately want to be with our daughter and hold our grandsons, who we long to meet and care for.

'As a man, father and now grandfather, I am asking you to show mercy and release my daughter, her husband, and our beautiful grandchildren.

'Please grant them an opportunity to continue their lives with us, and bring peace to their families.'

Coleman, who was wearing a headscarf in the video message, said: 'I really need to see my grandsons. I imagine them all the time, I imagine them and Caity all the time... Every day is so hard, every day is so hard to get through.

'What an amazing thing. I have two grandsons, she says. I really, really need them home.'

The last time the Colemans had seen their daughter on video was in 2013, when the Taliban sent the family two hostage videos.

The video files were emailed to Coleman's father in July 2013 and September 2013 by an Afghan man who identified himself as having ties to the Taliban but who has been out of contact for several months.

In one, a subdued Coleman - dressed in a conservative black garment that covered all but her face - appealed to 'my president, Barack Obama' for help.

The Taliban sent two hostage videos to Coleman's family in 2013. Above, a grab from one of those videos

'I am prisoner of the Taliban. I would ask that my family and my government do everything that they can to bring my husband, child and I to safety and freedom,' she said in the recording, talking to a wobbly camera while seated with her husband, whose beard was long and untrimmed.

'We request the American government do what is necessary to bring our family together in safety and freedom,' Boyle added.

Relatives have described the couple, who wed in 2011 after meeting online, as well-intentioned but naive adventure seekers.

They once spent months traveling through Latin America, where they lived among indigenous Guatemalans and where Boyle grew a long beard that led some children to call him 'Santa Claus'.

The couple set off again in the summer of 2012 for a journey that took them to Russia, the central Asian countries of Kazakhstan, Tajikistan and Kyrgyzstan, and then finally to Afghanistan.

With plans to return home in December ahead of Coleman's due date, they checked in regularly via email during their travels - expressing in their writings an awareness of the perils they faced - and toured the region, staying in hostels and their tent.

The communication abruptly ended on October 8, 2012, after Boyle emailed from an Internet cafe in what he called an 'unsafe' part of Afghanistan.