One woman was forced to help Amanda Berry give birth and was threatened with death if the baby died, the source said as two of the women returned home.
Cleveland’s police chief has said the women were bound with ropes and chains.
Former school bus driver Ariel Castro, 52, has been arrested along with his two brothers, Pedro, 54, and Onil, 50.
Ariel Castro owns the home where the three women were found.
The source said one of the women became pregnant many times and had multiple miscarriages.
Another woman became pregnant and was so badly beaten she lost the baby, the source added.
The source also said the woman who helped Amanda Berry deliver her daughter, Jocelyn, now 6, was threatened with death if the child did not survive.
Meanwhile, hundreds of people gathered around the DeJesus family home, cheering as 23-year-old Gina DeJesus arrived.
Gina DeJesus, wearing a bright yellow hooded shirt, was escorted into her home by a woman with her arm around her.
In a news conference outside the house, members of her family appealed to neighbors to help find a fourth missing girl, Ashley Summers, who has not been seen since 2007 when she was 14 years old.
“There are not enough words to say or express the joy that we feel for the return of our family member Gina, and now Amanda Berry, her daughter and Michelle Knight who is our family also,” said Sandra Ruiz, Gina DeJesus’ aunt.
She praised the FBI and Cleveland police for their long-time support, and asked neighbors not to retaliate against the suspects’ family.
Felix DeJesus, Gina DeJesus’ father, said people needed to watch out for children in their neighborhood, exhorting the community to “fix” the problem.
Amanda Berry, 27, arrived at her sister’s home shortly before midday on Wednesday, along with her daughter Jocelyn, apparently conceived and born in captivity.
Police Chief Michael McGrath said Amanda Berry, Gina DeJesus and the third victim, Michelle Knight, 32, were in good condition “considering the circumstances”, in an interview with NBC.
Chief Michael McGrath added that while in captivity, the women were sometimes allowed outside in the garden.
Meanwhile, Cleveland public safety director Martin Flask said that no human remains had been found at the home, after “a thorough search”. Police have said they are also investigating other properties.
Ariel Castro is accused of kidnapping and sexually abusing the three women; his brothers are accused of complicity in the same offences, according to arrest documents.
The police chief said investigators were interviewing the Castro brothers, and they were talking.
Charges against the three suspects may be announced later.
Chief Michael McGrath disputed claims by neighbors that police did not fully investigate reports of suspicious activity at 2207 Seymour Avenue, which is in a working-class, mostly Puerto Rican district.
Amanda Berry escaped on Monday with the help of a neighbor who heard her screaming and kicking a door while her alleged captor was out of the house.
When police arrived they also found Gina DeJesus and Michelle Knight in the house. Gina DeJesus had gone missing aged 14 in 2004, while Michelle Knight had disappeared in 2002, aged 20.
Ariel Castro reportedly fled the neighborhood and was arrested at a nearby McDonald’s restaurant, according to local media.
His son, Anthony Castro, told London’s Daily Mail newspaper that his father would not let him inside on his last visit to Seymour Avenue.
“The house was always locked,” he said.
“There were places we could never go. There were locks on the basement. Locks on the attic. Locks on the garage.”
It is unclear when the other Castro brothers were detained.
lhce9LRnRe8Image source: Wikimedia Commons President-elect Donald Trump celebrated his election victory at the Ultimate Fighting…
Millions of voters across the US chose to return Donald Trump to the White House…
Donald Trump declares victory in the US election as he addresses jubilant supporters in Florida.…
Stocks around the world are rising as Donald Trump appears to be on the cusp…
Donald Trump has won Pennsylvania, North Carolina and Georgia and taken a lead over Kamala…
Quincy Jones, the celebrated musician and producer who worked with Michael Jackson, Frank Sinatra, Ray…