The cease-fire in Fallujah takes effect from 9am. Those with vehicles are loading stuff from the storage building opposite the mosque and moving it around the town. The opening up of the way to the hospital is one of the terms of the cease-fire, so we’re not really needed anymore. Also, it’s starting to feel as if there are different agendas being pursued that we could all too easily get caught up in, other people’s politics and power struggles, so we decide to leave.

At the corner of town is a fork, a paved road curving round in front of the last of the houses, a track leading into the desert, the latter controlled by the Marines, who fire a warning shot when our driver gets out to negotiate a way through; the former by as yet invisible mujahedeen. The crossfire suddenly surrounds the car. David, head down, shifts into the driver’s seat and backs us out of there but the only place to go is into the line of mujahedeen. One of the fighters jumps into the passenger seat and directs us.

“We’re hostages, aren’t we?” Billie says.

No, it’s fine, I say, sure that they’re just directing us out of harm’s way. The man in the passenger seat asks which country we’re all from. Donna says she’s Australian. Billie says she’s British.

“Allahu akbar! Ahlan wa sahlan.” Translated, it’s more or less, “God is great. I’m pleased to meet you.” The others don’t know the words but the drift is clear enough: “I think he just said he’s got the most valuable hostages in the world,” Billie paraphrases.

We get out of the car, which in any case feels a bit uncomfortable now there’s a man with a keffiyeh round his head pointing a loaded rocket launcher at it. They bring a jeep and as I climb in I can’t help noticing that the driver has a grenade between his legs. I’m sure it’s intended for the Americans, not for us, but nonetheless it’s clear there’s no room for dissent.

Still, it’s not until we turn off the road back to the mosque and stop at a house, not until David and the other men are being searched, not really until a couple of the fighters take off their keffiyehs to tie the men’s hands behind their backs, that I accept that I’m definitely a captive.

Donna, Billie, David, Ahrar and I are taken to a house, cushions around the walls of a big room, a bed at one end beside a cabinet of crockery and ornaments. A tall, dignified man in a brown keffiyeh sits and begins interviewing Donna: her name, where she’s from, what she does there, what she’s doing in Iraq, why she came to Fallujah.

He decides to separate us, and has the others move me, David and Billie into the next room under the guard of a man in trainers, a shirt, and jeans too loose for his skinny body, his face covered except for his eyes. It’s not much to go on but I doubt he’s beyond late teens, a little nervous, calmed by our calmness. After a while he decides he shouldn’t let us talk to each other and signals for silence.

It’s my turn next for questioning. I feel OK. All I can tell him is the truth. He wants to know the same things: where I live, what I’m doing in Iraq, what I’m doing in Fallujah, so I tell him about the ambulance trips and the snipers shooting at us. Then he asks what the British people think about the war. I’m not sure what the right answer is. I don’t know what the national opinion is these days. I try to compute what’s least likely to make him think it’s worth keeping me.

David’s interview is short and when I come back from the outside toilet, still alert for an escape route, as improbable as I know it is, the others are all back in the main room again and the tea is ready.

Ahrar is close to hysterical. She’s more frightened of her family’s reaction to her having been out all the previous night than of the armed men holding us. We pacify her as best we can, tell her we’ll tell her family it wasn’t her fault. The trouble was that, by the time we left Baghdad to come here, it was already too late for her to get home the same evening, and now she’s afraid it’s going to be a second night.

Donna tries to comfort her. “I have a big faith in God,” she says.

“Yes, but you don’t know Mama,” Ahrar wails.

They bring our bags in and I make a hanky disappear. The guard, a different one now, is unimpressed. It’s black magic. It’s haram. It’s an affront to Allah. Oops. I show him the secret of the trick in the hope he’ll let me off. Then I make a balloon giraffe for his kids, who he’s taken away to the safety of Baghdad.

“My brother was killed and my brother’s son and my sister’s son,” he tells us. “My other brother is in the prison at Abu Ghraib. I am the last one left. Can you imagine? And this morning my best friend was killed. He was wounded in the leg and lying in the street and the Americans came and cut his throat.”

Hearing his story, all I can think is: “Why wouldn’t they kill us?”

But the day goes by and we carry on. They bring food, apologise for not bringing more, promise again that they’re not going to hurt us. As it gets dark, behind the windows partly blocked by sandbags, they light a paraffin lamp. The room becomes hotter and hotter and it’s a relief when they take us out to the car to move again, although change feels somehow threatening at the same time.

The new house is huge, with electricity. The four women are shown to a room and David has to stay in the main room with the men. This was his biggest fear all along, being separated from the rest of us. We take off the hijabs that we’ve kept on all day. One of the men knocks on the door and, looking at the ground, tells us they’ve checked everything and, inshallah, we’ll be taken back to Baghdad in the morning. They can’t let us go now because we’ll be kidnapped by some other group.

They feed us, bring us tea, and supply us with blankets. We find pretexts and excuses to nip through the main room to check on David, bringing him half an orange, a chunk of chocolate, so he knows we’re still thinking of him. He’s more vulnerable than we are. Everything that’s happened, although you can never be sure, says they’re not going to hurt women. David’s not so comfortable.

The night air is filled with a rhythmic series of explosions in quick succession like an immense grinding noise: apparently it’s the sound of cluster bombs. Billie and I hold each other’s hands all night. In the morning there’s still a knot of doubt in my belly. They said they’d take us home after the morning prayers, more or less at first light, and it’s been light for ages. Maybe they just told us we’d be released to keep us calm and quiet.

But they do let us go: they take us to one of the local imams, who says he will drive us home. At the edge of Fallujah is a queue of vehicles, some already turning back from the checkpoint. The passengers say the US soldiers fired as they approached. We get out of the car, hijabs off, with loudhailers, hands up, through the maze of concrete and wire, shouting that we’re an international ambulance group, we’re unarmed and please don’t shoot us.

Eventually we can see the soldiers; eventually they lower the guns, tell us to put our hands down, they’re not going to shoot us. “My bad,” one says. “We’re not going to fire any more warning shots.” We tell them we’ve got two cars to bring through and ask about the rest of the cars. They agree to open up the checkpoint to women, children and old men. The trouble is, most of the women don’t drive and so can’t leave unless their husbands are allowed to drive them. We persuade them to let through cars with a male driver, even if he is ‘of fighting age’, if he’s got his family with him.

The fear in Fallujah is that, when most of the women and children are gone, the town is going to be destroyed, and everyone killed by massive aerial bombardment or with a thermobaric weapon or something. Ahrar tries to explain that the men who want to leave are the ones who don’t want to fight.

“Oh, we want to keep them in there,” the Marine says. “There’s fighters coming from all over Iraq into Fallujah and we want to keep them all in there so we can kill them all more easily.”