Officers say they are now "hopeful" they can locate Sara's father Urfan and her stepmother Beinash Batool following the 10-year-old girl's death in Woking, Surrey, last month.
news.sky.com
Sara's grandfather, Muhammad Sharif, who lives in the city of Jhelum, said the five children had been with him since they came to Pakistan and "it was his duty to protect the children", adding: "I couldn't leave them alone."
He insisted the children were "fine and happy with me".
Sara's grandfather described the police raid on his home by around 15 officers, saying: "We were inside the house, they raided the doors and I don't know if they had a search warrant."
He said the five children were in a room when "they took them away".
Muhammad Sharif admitted he met Mr Sharif, 41, Ms Batool, 29, and Mr Malik, 28, "on the first day" after they travelled to Pakistan.
"They told me they were scared and ran from the UK," he said, adding: "I told them the kids will stay with me, you go wherever you want to go."
Police 'never asked about the kids'
Mr Sharif also told Sky News the police "have never asked me about the kids, and where they are", claiming officers were "only interested in the parents, they weren't with me".
And he said he had not spoken to the trio "for a long time".
Since the five children were recovered by police and placed in custody at a local police station, they have now been handed back to their grandfather. They are at his home but officers will on Tuesday hand them over to the court.
The search is still ongoing for the three adults, and officers say they are "hopeful" they can locate Mr Sharif and Ms Batool.