Transcript for Kayla Mueller Part 2: Former ISIS Hostages Speak Out
My dear, dear, Kayla. It has been two days and five and a half hours since we received the call that you were missing. Reporter: Every day that Kayla was missing, her mother Marsha would go into her daughter's empty bedroom and record the day's events. So when Kayla came home, she would know what had happened. We're staying strong and positive for you and we're asking god for a miracle and counting on it. My name is Kayla Mueller. Reporter: But her parents saw the fear in her face -- I've been here too long, and I've been very sick. Reporter: -- When Isis sent this ten second video, as proof they were holding her. It's very terrifying here. Reporter: No one yet knew, or could even imagine, just how brutal Isis could be to its hostages. Fear. It's fear of unknown. You don't know what is going to happen. Reporter: As her fellow female hostages now describe it to "20/20," it looked something like this. Isis was holding Kayla in a 12-foot by 12-foot room, with a single light bulb hanging from the ceiling. There was a little bit of light coming by this small vent, but that was -- that was it. It was cold, dirty. Reporter: Kayla had been in captivity for six months when Isis brought in three more female hostages. They gave us black dresses and niqabs, to cover our heads and faces. Reporter: And always in the background -- There was this music. The Jihadi songs, and they played on and on and on. Reporter: For the first time, tonight, two of Kayla's former cellmates, Frida Saide and Patricia Chavez, are talking publicly about what happened to Kayla and them at the hands of Isis. We realized that they were actually killers, that they would enjoy killing us. Reporter: We brought the two women together in Stockholm, Sweden, where Frida now works. Both women were staff members for doctors without borders, kidnapped after Kayla. The prison they shared with Kayla was located outside the Isis headquarters city of raqqa, in what they thought was an oil refinery, in this building in the complex. Kayla was happy to have company when they arrived. She'd been kept mostly in isolation. Reporter: But still holding out hope. She was amazing. She was a really strong girl. She had a strong faith that gave her a lot of strength. Reporter: Do you think Kayla was treated any more harshly because she was an American? I think it was clear that they hated Americans more than other nationalities. Yes. They would scream at her, they would blame her for everything that America has done in the world. And I'm back because of your arrogant foreign policy towards the islamic state. Reporter: Their Isis guards were led by the british recruit who would later be dubbed Jihadi John as he carried out the beheadings and murders of at least ten hostages. The hostages called him and the three other british guards the beatles, but there was nothing fun about them. They caused so much pain to me and to others. Reporter: Sometimes taking the women to another room alone, shining a bright light in their face and demanding sensitive personal information, an emotional low point. It was important not to break in front of them, but then behind closed doors, yeah, we had our moments. Reporter: At other times Kayla was taken to the room next door where the male hostages were being held, paraded in front of them by Jihadi John. Hostage Daniel rye, a Danish freelance photographer, recalls how Kayla stood up to the brutal Isis guards. One of the beatles started to say, "Oh, this is Kayla, and she has been held all by herself. And she is much stronger than you guys. And she's much smarter. She -- she converted to Islam." And then she was like, "No, I didn't." Reporter: What? She said that? Yeah. "I did not convert." Reporter: Daring to correct the violent Jihadi John. That surprise you? It surprised me a lot. I would not have had the guts to say that, I don't think so. Reporter: And rye says Kayla, and another American hostage, journalist Steven sotloff, figured out a way to pass letters back and forth, creating a makeshift game of trivial pursuit. Was it dangerous to be moving these letters back and forth? Of course it was. Reporter: But she did it. Steven did it? Yeah. If I've been by myself at her place, I would probably say, "No, no letters. It's too dangerous." Reporter: Back in Arizona, Kayla's parents held out hope that Isis would treat an aid worker gen that one of the humanitarian groups she was connected to would help negotiate her freedom. But that did not happen. No one would claim her, so they assumed she was a spy. And we found out that her fingernails had been pulled out. Her hair had been shaved and that she had been tortured. Beaten. And that was just one of the hardest days for me. Reporter: And the prospect of a negotiated release grew increasingly unlikely as the muellers soon found themselves up against the U.S. Policy against making concessions to terrorists. I firmly believe that the United States government paying ransom to terrorists risks endangering more Americans and funding the very terrorism that we're trying to stop. And so I firmly believe that our policy ultimately puts fewer Americans at risk. Reporter: Isis was making millions of dollars from its kidnapping business. And as hostages from other countries which allowed ransom payments were released by Isis, they could only say good-bye as they left Kayla behind. It was a horrible feeling to be released, looking forward to being released but at the same time leaving someone behind. Reporter: Doctors without borders negotiated ransom payments for its staff members, Frida, Patricia and three others. But not Kayla. It was very sad. I think it was the saddest moment we passed through together. Reporter: How did you say good-bye? With tears. Reporter: What did you say to her? "Stay strong. This will end one day."
This transcript has been automatically generated and may not be 100% accurate.