"Jihadi John", named after Beatle John Lennon due to his British background, is believed to be responsible for the murders of US journalists James Foley and Steven Sotloff and British aid workers Mr Haines and Mr Henning.
The masked executioner, who goes by the nomme de guerre Jalman Al-Britani, has become a leading figure in the Islamist group.
A nurse who treated some of those wounded in the attack reportedly said there was a man named Jalman on her list, referring to him as "the one who slaughtered the journalists".
The wounded men were then driven to the Isil's Syrian stronghold of Raqqa, according to the Mail's source.
British intelligence officers estimate that there are around 500 home-grown militants fighting for Isil in Syria and Iraq, and Prime Minister David Cameron this week announced plans to stop them returning to Britain for two years.
He said jihadis who have travelled to fight with extremists will not be able to return to Britain for two years.