The latest video of the group mocks British Prime Minister David Cameron for daring to "challenge the might" of the extremist group.
"I believed the audio to resemble, from what I remember, the voice of my brother but having viewed the short clip in detail, I wasn't entirely convinced which put me at ease," said Siddharth's sister Konika Dhar
"I was in a state of shock," said Konika Dhar.
Dhar originally a Hindu converted to Islam and joined the radical group al-Muhajiroun led by Bangladesh-origin preacher Anjem Chowdhuri.
He was arrested in September, 2014 in the UK along with eight others on suspicion of encouraging terrorist offences. Dhar was released on bail to reappear in December but he fled.