I hope they’re in custody; theft, possibly espionage.
My guess is they are out roaming the streets in some mid east hell hole. I do not see any mention they are in custody and no indication their ability to depart the country has been halted. My guess, they want them out to avoid embarrassment like moving Bin Laden’s family out right after 9/11.
The DC swamp is deep, almost fathomless. Sessions does not need a department, he needs an Army, maybe even a group of corps size.