Adrian Hong, leader of the group, Cheollima Civil Defense, was not in his apartment when US marshals arrived on Thursday and his lawyer Lee Wolosky said he did not know where his client was.
The video of an encounter CNN received from a source near Hong shows six uniformed officers entering the unit calling "police" before starting a search.
We have reason to believe that North Korean hit squads were sent to target Hong and others, and he is taking the necessary steps to evade this hit squad, "Wolosky said.
 A Spanish judge said last month that Hong was the ringleader of a group of ten men who carried out the embassy attack, which was described as a violent encounter in court documents.
According to Spanish court documents, Hong and other members of Cheollima Civil beat Defense staff handcuffed the embassy before sending a senior official into a basement room and ask him to be defective from North Korea. The members of the dissident group fled the grounds in embassy vehicles with two thumb drives, two computers, and two hard drives, according to court documents.
Cheollima Civil Defense, whose stated goal is to topple the Kim regime, confirmed this after the raid, but denied gagging or hitting one of the embassy staff. They say they have been invited to the embassy. Wolosky admits his client was involved in the raid and said the group was not violent.
Wolosky described the group he wanted to call the "free Joseon provisional government" as a "magnet for defectors who make contact" they are found in various places in all parts of the world. "
Cheollima Civil Defense said in a statement last month that it shared" certain information of tremendous potential value with the FBI in the United States under a reciprocal agreement of secrecy. "The FBI sent CNN to the Ministry of Justice for comment.
Ahn is detained in a federal court in Los Angeles on Tuesday afternoon before a second hearing. It is not clear why he is being charged because his case is under lock and key, but an online planning page for the case lists him as being associated with extradition.
A public defender listed for Ahn has not responded to a request for comment.
Ahn is a former Marine and previously collaborated with Cheollima Civil Defense as he helped bring Kim Jong's son, Half-brother, to a safe place after Kim allegedly ordered the murder of that half-brother two years ago Wolosky.
"He's an American hero," Wolosky said. "He deserves much better treatment than is currently provided by the US government, which places him in federal headquarters in Los Angeles."
Wolosky said the US authorities had given him "no assurance" where to send Ahn, and described it as "outrageous" that the US government seemed to be acting on the basis of criminal charges from North Korea.
The Department of Justice would not comment on the cases of Ahn or Hong, but a spokeswoman said Friday that the US needs to give permission for a country requesting extradition to transfer that person to a third country generally have to give permission.
"We urge the President and the Secretary of State, who plays a direct role in the extradition process, to stop this immediately and stop immediately. Let these men return to serve their country, the United States and the United States Encourage them to join a free and democratic North Korea as they did, let them return to their families and return to their service, "Wolosky said.
CORRECTION: This story has been updated to improve the situation name of Adrian Hong.