The nine refugees, then aged 15 to 19, were arrested in Laos in May 2013 and eventually returned to the North via China, despite pleas by Seoul and the UN against their repatriation.
It was not clear exactly when they had escaped from North Korea.
The case attracted global attention because of their age and reports suggesting they were all orphans.
Earlier this month, a former Seoul lawmaker said that the two eldest refugees - Moon Chol and Paik Yong-Won - had been executed on their return and the others sent to a prison camp.
An earlier video, posted Tuesday, had only shown four.
"We are studying in comfort under the loving care of our leader who saved us from the grip of death," Moon Chol said in the latest post.
"We heard about the rumours in the South about our death ... But we are alive and well," Moon said.
North Koreans caught after fleeing the country usually face severe punishment on their return, and there was no way to determine to what extent the video represented the reality of the young defectors' situation.
In the latest video, Paik Yong-Won said he had been "kidnapped" by South Korean agents and was now studying hard to "return the mercy shown by our respected leader.
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