Shamima Begum is pregnant with her third child and keen to leave the war zone for the safety.

The family of Shamima Begum, the British teenager of Bangladeshi descent who ran away in 2015 to become an ISIS bride, have urged the UK government to bring back the heavily-pregnant girl "urgently".

Ms Begum was one of three schoolgirls from Bethnal Green, east London, who left the UK for Syria at the age of 15. She was traced by the Times daily's reporter last week in a Syrian refugee camp after she escaped from Baghuz -- the ISIS last stronghold in eastern Syria.

She is pregnant with her third child and keen to leave the war zone for the safety of her unborn child.

Her parents, originally from Bangladesh, in a statement on Friday said the teenager's unborn baby was "total innocent" who had the right to grow up in the "peace and security" of the UK, the BBC reported on Saturday.

In an interview with the Times earlier this week, Begum, now 19, said she had no regrets, but she wanted to come home to give birth to her baby.

However, the government has indicated that it will not allow her to return. Justice Secretary David Gauke said there were national security risks to allowing people like Begum to return to Britain. But he did not rule it out.

He told the BBC the UK needed to evaluate it on "a case by case basis". Home Secretary Sajid Javid said she could face charges on return.

He told the Times there were a range of measures to stop IS supporters who posed a serious threat from returning to the UK, such as depriving them of British citizenship or excluding them from the country.

Meanwhile, Alex Younger, chief of the intelligence service MI6, told the Munich Security Conference that British citizens "have a right to come to the UK".

Ms Begum's parents said they had "lost all hope" of seeing her again, saying she had risked "imprisonment and death" in escaping from the IS territory.

They said they were "utterly shocked" by her lack of regret about joining IS, but that they were the "words of a girl who was groomed at the age of 15" and was surrounded by IS sympathisers.

The family said they were concerned that Begum's mental health had been affected by her four years in Syria, during which she married an IS fighter and had two children who died.

"Now we are faced with the situation of knowing that Shamima's young children have died -- children we will never come to know as a family. The welfare of Shamima's unborn child is of paramount concern to our family and we will do everything within our power to protect that baby who is entirely blameless in these events."

They said they would welcome an investigation into her actions in Syria "under the principles of British justice".

Ms Begum, along with Kadiza Sultana, 16, and Amira Abase, 15, entered Syria via Turkey in February 2015. She said Kadiza Sultana had died after a house was bombed, but the fate of her other friend was unknown.

The teenager had said her husband, a 27-year-old Dutch man, surrendered to a group of Syrian fighters when they escaped from Baghuz.