Screen shot of the video

In another video filmed by terrorists, a father asks his son who played with his gun: "Who are you going to shoot at?" A childish voice replies: "To kill heretic!"

The road along which Azat led his wife and children is called yijilate, which means "migration" in the Uygur language. The concept has been transformed into a movement by religious extremists who urge people to leave their homes to carry out holy war overseas.

"Many terrorist organizations use the concept of yijilate to recruit people from other countries to fight for them. They have established human-trafficking chains to help people leave their home countries illegally," said Yang Shu, director of the Central Asia Studies Center at Lanzhou University in Gansu province, who studies international terrorism.

The yijilate movement began to penetrate Xinjiang, a predominantly Muslim region, in the late 1980s and early 1990s, but it wasn't until 1996 that the authorities noticed a surge in the number of people crossing the border illegally to join international terrorist groups, he said.

According to Xinjiang police, 90 percent of terrorist attacks carried out in the region are connected with yijilate or are conducted by terrorist cells to promote the notion that people should carry out attacks at home if they are unable to leave the country.