Twins Zahra and Salma Halane, 22, disappeared from the family home in Chorlton, Manchester, in 2014 and flew out to Turkey before they crossed the border into the war-torn country.
It led to the North West Counter Terrorism Unit (NWCTU) investigating their reason for travel and whether they were assisted.
The Muslim youngsters, said to be “deeply religious”, ignored their Somalian family’s pleas for them to come home and told them they have no intention of returning.
It is thought they went on to become “jihadi brides” as they married fighters from so-called Islamic State (IS) and were later widowed, while elder brother Ahmed Halane was said to have links to various terror groups.
On Monday, the sisters told ITV News they want to be repatriated to Denmark, the country of their birth.
They had fled from IS territory last year, they said, and spent the following 16 months at a refugee camp with Zahra’s young son but were recently arrested by Kurdish security services after trying to escape the camp.
Salma said: “I had never thought of leaving. Things were good. We had WHO (the World Health Organisation) checking me and my sister but the situation became very bad.
“The water is yellow, I am suffering, I have injuries on me and my nephew and my sister, she has injuries on her head.
“We tried our best to go to hospital, we tried our best to do something for our health. So it was like survival of the fittest. We wanted to go to a better care.”
She added: “We have nothing to do with the Islamic State. I see myself as a victim. I am not happy about the Islamic State.”
The twins’ mother, Khadra Jama, told The Daily Telegraph last week that her daughters had been banned from returning to the UK.