I emailed him, tried Skype and WhatsApp, but nothing. Nothing."

Lucy, speaking to the Guardian via Skype this week, cried several times. She said she was speaking from an undisclosed location in Spain and that she was alone, lonely and frightened.

Her account could not be independently verified but a US-based intermediary who is also in contact with Lucy backed up her story. Adam Parfrey, head of the Washington-based publisher Feral House, which published Dying for the Truth, said he was not in direct contact with the authors but had heard a rumour one had disappeared. "I hope it's not true."

Lucy said that after receiving the phone call she immediately moved to another part of her home city, in northern Mexico, and prepared to flee. She sold some of hergreat-grandmother's jewellery, took a bus to the border and legally entered the US on foot. "I had all the correct papers." Hours later she was on a flight to Spain, she said. "It's further away. It feels safer."

She has not posted on the blog since 3 May, she said, but technical issues related to previous cyber-attacks meant it appeared on the site on 8 May. She has no immediate plans to resume blogging.

She is in a boarding house and has enough money to last a few months, she said, but has no friends or contacts in Spain.

Her biggest fear is she will see her colleague appear on a video of the type that frequently appeared on their blog: battered, interrogated, gazing into the camera, knowing a terrible fate