Mamdouh Elomar is a broken man.

Two years ago, he was told his son had left Australia to join the terrorist group Islamic State.

When Mohamed posted images of himself from Syria, holding severed heads and revelling in war, Mamdouh said his son's antics made him want to vomit.

An arrest warrant was soon issued by counter-terrorism police, confirming the 31-year-old would never be able to return to his family.

On Tuesday, as a steady stream of visitors attended his mansion on the outskirts on Sydney to share condolences, Mamdouh would not talk to anyone.

Instead, the 61 year-old donned a Driza-bone and took a peppery-white horse out for a lone walk around Denham Court, near Campbelltown.

After cantering quietly for about an hour, he broke into frenzied runs up and down the length of his property and appeared transfixed.

A woman at the home said no one had been able to calm him down or talk to him. He wouldn't come off the horse, she said.

"No one wants to talk right now," one of Mohamed's brothers, who declined to give his name, said. "Obviously my brother's dead, what do you want us to say?"

It is understood members of Elomar's family first shared the news of Mohamed's death, which the government said it was close to confirming on Tuesday.

It is believed an air strike in Syria hit a convoy carrying Elomar and possibly his best friend, Khaled Sharrouf.

Reports that Sharrouf also died could not be verified and community sources told Fairfax Media that Sharrouf's family had not been telling friends that he was dead.

However, Sharrouf's 14-year-old daughter Zaynab, who married 31-year-old Elomar in March, posted a cryptic tribute online suggesting that more than one person had been martyred.

On the messaging app Kik, she changed her profile name from "Soldier of Allah" to "Green birds" - a popular description for Islamic State martyrs.

She changed her profile picture from one of herself to a message reading: "I love my hubby".

No one was home at the family's Punchbowl home and the lawyer for Sharrouf's mother-in-law, Karen Nettleton, declined to comment.

She has been trying to secure the return of her daughter and Sharrouf's wife, Tara Nettleton, and their children.

Zaynab, who used to post online about her love of celebrities and going to the beach, has become increasingly devout since becoming Elomar's second wife.

She posted a series of images in March showing her with other jihadist wives posing on a white BMW, holding guns and Islamic State flags.

Elomar's first wife, Fatima, remains in Sydney charged with foreign incursion offences after allegedly trying to leave Australia with her three children.

On Tuesday night, a marquee was set up outside the Elomars' home to house dozens of people.

Another of Mamdouh's sons, Ahmed, is in prison for assaulting a police officer during the Hyde Park riots.

Mamdouh came to Australia in the 1970s and became a respected businessman. However, he was charged earlier this year with allegedly bribing an Iraqi official to win construction contracts.