CNN– More than a month after four Americans were attacked and kidnapped by a drug cartel in Mexico, the two survivors say they’re still recovering from the trauma of the terrifying ordeal and the killings of their friends.

“They didn’t deserve that. None of us deserved it. But we’re alive – we have a lot of recovering to do,” LaTavia Washington McGee told CNN’s Anderson Cooper in an exclusive interview Tuesday.

Washington McGee, Eric Williams, Shaeed Woodard and Zindell Brown were kidnapped on March 3 as they were driving to a medical appointment in Matamoros, Mexico. Woodard and Brown were both killed.

The attack came in broad daylight, with armed men ambushing the four friends not long after they crossed the US-Mexico border. Investigators believe the Americans were likely mistaken for Haitian drug smugglers, a US official familiar with the investigation previously told CNN.

The group was driving when they heard a car horn behind them. Brown looked back to see a gun and warned the others not to stop the car, Washington McGee recalled.

Then, the shooting started.

“Zindell and Shaeed, they jumped up to run and they were gunned down,” Williams said.

As someone started to beat on the car window with a gun, Williams jumped out of the driver’s side. “That’s when I was shot on both legs,” Williams said.

Washington McGee was forced into the bed of a pickup truck at gunpoint and the others were carried onto it – a moment captured on video and shared by authorities after the kidnapping.

An innocent Mexican bystander was killed during the encounter after being hit by a stray bullet almost a block and a half from where the Americans were taken, officials said.

‘He said he loved us and he was gone’

Williams and Washington McGee told CNN Brown and Woodward were both still alive when their limp bodies were dragged onto the truck bed.

The four were then driven to another spot, where they were interrogated.

“That’s where Shaeed said, ‘I love y’all, and I’m gone.’ And he died right there,” Williams said.

As Woodard lay dying in the back of the pickup truck, “I told him I was sorry,” Washington McGee recalled.

“He said he loved us and he was gone. It was the last thing he said,” Williams said, through tears.

‘Diablo masks’ and guns

Washington McGee and Williams said they were taken to several different locations over the days they spent in captivity, getting blindfolded as they were moved between locations.

At one point, the group was taken to a house. Outside, they saw armed people in red, plastic “Diablo” masks who were “pointing the guns to our head, telling us not to look up,” Williams said.

They were also taken to a clinic, where Williams described his leg being placed on a piece of wood and stitched up.

“No pain medicine or nothing. They just stitched it up,” Williams said, adding that no one checked to see if a bullet was still inside.

Washington McGee said she was put in a room with Brown, who was badly wounded and dying.

“He was fighting for his life and they didn’t do nothing,” she said. “I talked to him the whole time … I just told him sorry because I asked him to come with me.”

“He was like, ‘It’s okay. I’m your brother. I’m supposed to be there for you. I love you,’” Washington McGee recalled.

The kidnappers told them they would take Brown to a hospital, Washington McGee said, but “they came back maybe an hour later and he was dead.”

At one point, someone showed Washington McGee the video of their kidnapping. She saw herself being forced into the back of the truck.

“I just started crying. I’m like, I’m never going home” she said.

Then, there was hope.

Washington McGee and Williams were woken up in a dark room to see a man standing over them with a light.

“He was like, ‘There’s nothing that we can do to bring your two brothers back. But we’re sorry. Somebody made the wrong call. They was high and drunk,’” Washington McGee recalled the man saying.

‘They were always a step ahead’

At one point, Washington McGee and Williams were blindfolded and taken to a truck. Williams said his friends’ bodies were then placed on top of him to keep him hidden.

The Americans were driven around all night as they heard the sound of guns being cocked, Washington McGee said.

“They had police scanners and all types of stuff in their trucks. They knew what was going on. They were always a step ahead. So I was like, they’re never gonna find us like this,” McGee recalled.

But eventually, they were dropped off at a wooden shack, where Washington McGee and Williams were rescued on March 7. The survivors and the bodies of their friends were brought back to the US.

Washington McGee said she tried to escape twice during the ordeal, “for my brothers to have the proper burial and for us to go back home to our family and kids.”

An apology letter was later issued by the Gulf Cartel, which is believed to be responsible for the kidnappings, and the group handed over five of its members to local authorities, according to images circulating online and a version of the letter obtained by CNN from an official familiar with the ongoing investigation. CNN cannot confirm the authenticity of the photos and has asked Mexican and US authorities for comment.

Though investigators believe the letter to be authentic, Mexican and US law enforcement officials participating in the investigation strongly doubt the sincerity of the group’s apology, the official who shared the letter with CNN said.

At least six people have been arrested in Mexico so far, according to Mexican officials.

CNN’s Josh Campbell, Karol Suarez, Rosa Flores, Caroll Alvarado and Paul P. Murphy contributed to this report.