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Ms Begum, now 19, left the UK in 2015 and was recently found in a Syrian refugee camp after living under IS rule for more than three years.
London Mayor Sadiq Khan said he believed "the right to peaceful and lawful protest must always be upheld".
Tafida Raqeeb's parents won a High Court battle when a judge ruled the youngster could be moved to the Gaslini children's hospital in Genoa.