Why are West Ukraine's spies so scared of what may happen to their families?

As the Kiev Junta prepares to attack the rebel regions of the East with a massive military buildup, three spies were captured by the militias of the People's Republic of Donetsk. They are part of an "elite" intel force known as Alpha and, although they legally do not have to as they were caught in civilian clothes, Donetsk Republic will grant them PoW status. 

→ Russia Today .

Most interestingly, the spies expressed concern about the well being of their families back in Western Ukraine:

One of the detainees hinted that they were afraid for the wellbeing of their families. “If I did something wrong,” he said, “I think nothing good would happen to my family.” Although there were no direct threats to their families, he said that was because the “mechanism was not launched” as they were abiding by orders. 

What's that mechanism? Who is threatening the families of the Junta's spies? Is that the Ukrainian Nazis (Svoboda, Right Sector) or is it  simply NATO's Gladio network (the deep state terrorist backbone of the US Empire)? Actually they are both probably the same in general lines, as Gladio has always relied on far-right extremists of Christian, chauvinist and anti-communist ideas.

This group is unrelated from the alleged "OSCE monitors", who are actually envoys from individual Western states (not OSCE as a whole but specifically Germany, Poland, Denmark, the Czech Republic and Bulgaria, all them NATO members), and who are accused by Donetsk to be NATO spies and which may be used in prisoner exchange in the context of a hypothetical de-escalation that will most likely not happen.

There is a persistent rumor on the Internet about the Kiev Junta rapidly losing support within NATO, not because they are Nazis, nope, but because they are extremely inefficient, and have been given an ultimatum until Wednesday to bring the East on their knees or lose support. 

So it is very possible that they try something in the next few days and that it may happen to be a massacre, or also a fiasco, as soldiers have in the past refused to attack the civilians.