The third — Mohammed Ali Abdullah Bwazir of Yemen — balked at the last minute, even though he has a history of hunger striking to protest his indefinite detention without trial. In recent days, Mr. Bwazir was “frightened” to leave the prison and go to a country where he has no family, his lawyer, John Chandler, said. The country has not been identified.

Mr. Chandler also said his client — who was born around 1980 and brought to Guantánamo in 2002 — was depressed. He compared his client to a character in the prison movie “The Shawshank Redemption” who has spent so much of his life behind bars that he cannot handle life on the outside after finally being paroled.

“Can you imagine being there for 14 years and going to a plane where you could finally leave, and saying ‘No, take me back to my cell?’ ” Mr. Chandler said. “This is one of the saddest days of my life.”