She has taken her week-old son Jerah - named after a 7th century Islamic warlord - with her.
A source told The Sun: "Shamima was threatened directly in the camp.
"She is living in fear of her life. There is a bounty on her head. She felt she had no option but to move her and her child to have a chance of survival.
"Shamima has become something of a celebrity and is constantly looking over her shoulder, fearing brutal reprisals for daring to speak out about life with IS.
"She's in misery, but only has herself to blame."
Last week, Begum boasted about being given a plush tent in the makeshift refugee hub because she's "famous".
But she upset religious hardliners who scorned her for appearing on TV without covering her face in line with extreme Islamic law.
The teen, who was stripped of her British citizenship, showed no remorse for ditching East London at 15 to join up with the brutal Isis death cult.
Her father condemned her for not disavowing what Isis has done - saying he is "on the side of the Government" for banning her from re-entering the country.
Ahmed Ali, 60, said: "I know they (the British Government) don't want to take her back, and in this I don't have a problem.
"I know she is stuck there but that's because she has done actions that made her get stuck like this.
"I can't say whether it is right or wrong, but if the law of the land says that it is correct to cancel her citizenship, then I agree."
But Begum - who married jailed Dutch terror nut Yago Riedijk, 23, in Syria - insists she's been "discriminated against" by British authorities.
That is despite admitting she never planned to return to the UK when she travelled to war-torn Syria with two school friends in February 2015.
She moaned: "I feel like I've been discriminated against because everyone was saying I was a poster girl for IS.
"I'm being made an example of. I'm being punished right now because I'm famous."
She added: "IS took my passport but I thought to myself 'what am I going to do with it? I don't really have any use for it.'"
The government insists it is legal to strip her of UK citizenship because she is eligible for Bangladeshi citizenship - although Bangladesh has said it will not accept her.
Home Secretary Sajid Javid's decision has met with opposition from critics who argue she should be brought back to London and put on trial.
He revoked Begum's British citizenship in a move only permissible under international law if it does not leave the individual stateless.
Labour leader Jeremy Corbyn sparked scorn by arguing she should be welcomed back to the UK, believing she could be deradicalised.
Shamima Begum's lawyer Tasnime Akunjee told The Sun: "I can confirm that it is our understanding that Shamima has been moved from Al-Hol due to safety concerns around her and her baby.
"We further understand that indeed she and her child had been threatened by others at the Al-Hol camp."