The video had also referred to schoolgirl Leah Sharibu, 15, who was abducted in February from her school in the town of Dapchi.
Terrorists from the Boko Haram terror group, which pledged allegiance to the Daesh* terror group, outlawed in Russian Federation, killed a kidnapped employee of an worldwide humanitarian organization, Nigerian Minister of Information and Culture Alhaji Lai Mohammed said.
There was no immediate comment from the ICRC, which on Sunday said "we urge you for mercy" and noted that a 24-hour deadline was counting down.
Patricia Danzi, Director of ICRC Operations in Africa, had appealed for the safe release of the aid workers: "Like all those abducted, they are not part of any fight".
"Saifura and Hauwa were killed because they are considered as Murtads (apostates) by the group because they were once Muslims that have abandoned their Islam, the moment they chose to work with the Red Cross, and for us, there is no difference between Red Cross and UNICEF".
There had been no news of the trio until in September when the ICRC said it had received footage of Khorsa's killing from the IS-backed Boko Haram faction Islamic State West Africa Province (ISWAP). She remains captive while more than 100 of her fellow students were released because she is Christian.
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But Nigeria's Information Minister Lai Mohammed announced the latest death as a deadline expired and said the government was "shocked and saddened" at the unjustified killing, calling it "dastardly, inhuman and ungodly".
The ICRC said it did not have official confirmation, adding: "We desperately hope not. This situation is heartbreaking and our thoughts remain with the family".
In an emailed statement on Monday, the Nigerian government confirmed the killing, and reacted to criticism that it had not done enough to save the victims by saying: "the Federal Government did all within its powers to save her life".
"As we have been doing since these young women were abducted, we kept the line of negotiations open all through".
She said: "The abduction of the three healthcare workers and the murder of Saifura will certainly have an impact on our capacity to deliver much needed aid to people affected by the armed conflict in the north east of Nigeria".
The mass abduction of more than 200 schoolgirls from Chibok, Borno state, in April 2014 brought global attention to the insurgency and was widely condemned.