I'm skeptical they would have the technological know-how to build such things. Sounds like more scare tactics to me. Let's see the evidence.
Not much knowledge required for the guidance. You can buy a GPS nav system commercially. The system below incorporates a GPS and the necessary servomotor controls for flaps and throttle drivers for the engine. About $5000 for a complete nav system. You could build a comparable system for terrorist purposes for a
lot less. This one has a Motorola 68332 CPU. It can address 16 megs of RAM and/or flash ram plus serially-interface RAM, compasses, etc. This is the same CPU put in Palm Pilot devices these days.
Micropilot
Believe me, it's not that hard for an R/C modeler who knows computers. And you thought they looked so harmless when you saw them out flying in a park.