Teenagers can be very funny (peculiar) the surging mix of hormones, not just testosterone, can leave them as mixed up and as uncertain, as some women who have a difficult menopause.
We see this with children who commit suicide, get mixed up with drugs. In a confused and difficult world, especially if there are cultural dissonances, sects and political cliques that offer simple and strong answers to the complexity of life can be very attractive.
If the home atmosphere is open to new ideas, as HildaW describes then the children will definitely keep such thoughts to themselves, say they are visiting friends, having sleep-overs. No different really to children groomed online and disappearing to meet their young handsome boyfriend (they suppose) or eloping with a teacher.
The parents of these children may well have no inkling what is happening. An interest in Islam and even conversion do not equate with terrorism.
There is a case in Oxford, an English lad, about 18 converted to Islam, went to Syria several years ago thinking he was going to live in a Caliphate that was the pure muslim message on earth. He soon realised his mistake. There is no evidence that he was involved in the fighting. He seems to be a pacifist, or near it, and risked his life to get out of the ISIS area. He is now in a Kurdish prison and his parents have asked for help getting him home.
You do not stop loving and caring for your children because they have acted like idiots and got themselves into deep trouble. Were I in their shoes,I too would be begging for help.
If the FO do help, I hope they will draw up an account of the cost of their negotiations and his rescue and present it to the lad and show just what the cost of his naivety was,and expect that some of it must be repaid when he has a job at a rate, I do not know, say of £25 a week.