They crossed to Somalia more than a year ago after being promised house-help jobs in Yemen and Saudi Arabia.
The point of departure was Lamu but they were diverted midway. One resisted and was killed.
A source said the four are frail and that “it seems like they underwent military training”. One who is sick used to work at a hotel in Malindi town.
On Monday, Coast Regional Coordinator Bernard Leparmarai said the four should not fear.
“There is no one who will kill you,” he told them.
Leparmarai said all returnees must be briefed because “they are traumatised after experiencing horrors and beatings”.
“They should not fear coming out and surrendering. Nothing will happen to them. We want Kenyans to be involved in building their country, not escaping,” he said.
Leparmarai said “so many” recruits are coming back after being misled.
“These people hardly eat … there is no money … there is nothing. Some narrate their horrific ordeals and the treatment they get in those parts.”
Despite assurances of safety, the amnesty and reintegration support the government announced in 2015 has been criticised by lobby groups at the Coast.
In May, two suspected al Shabaab returnees were shot dead in Kwale after surrendering. One of them had just attended a hearing at Kwale Law Courts and was heading home when they were attacked.
Speculation about the killings has seen different theories advanced to justify the killings: it has been said that al Shabaab conducted the attack after being betrayed or that the suspects were killed for being a threat to national security.
Police said the returnees were killed by unknown assailants who were on a motorcycle.