The "We sent them to New Zealand" thing is by itself enough to bring the entire narrative into doubt. They actually said they couldn't let them talk to the press because the Russians were still "after them" but then they announce they've been moved to one of the few countries in the world where, outside of the cities at least, you could possibly manage to spot new arrivals if you were a suitably motivated intelligence servive.
I've never managed to find much on Julia's relatives and whether they are actually in touch with her (outside of the "Nobody will give you a visa" phone call that has been reported on).