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Donetsk, Ukraine (CNN) -- Pro-Russia separatist militants are holding four European observers who have been missing since Monday, the self-declared mayor of a Ukrainian rebel stronghold told CNN.

But he he declined to say where exactly.

'Our militants got them,' Vyacheslav Ponomarev said Thursday. 'They were detained because they didn't respect my request. I asked them not to leave Donetsk (city). They decided they were smarter and could come here.'

Ponomarev, the self-described mayor of Slovyansk, added the Organization for Security and Co-operation monitors were not being held in the town.

They also are not 'exchange material,' indicating they were not being held to swap for other separatists detained by Kiev authorities.

Ponomarev said he had been in contact with the OSCE, and they were assessing the situation. He said he would likely release them soon, but wouldn't say when.

On Wednesday, Ukrainian Foreign Ministry spokesman Yevhen Perebynis said a pro-Russia group was holding the OSCE monitors.

'The negotiations for their release are in process,' Perebynis said.

The team members, who are Swiss, Turkish, Estonian and Danish, were on a routine patrol Monday east of Donetsk when last heard from, according to the Organization for Security and Co-operation in Europe.

The last time an OSCE team went missing in Donetsk, its members turned up in the hands of militant separatists in the town of Slovyansk. They were freed just over a week later.

There were fears Wednesday that another group of 11 monitors had gone missing after being stopped at a roadblock in Marinka, west of Donetsk, but the group reestablished contact with the OSCE after returning to Donetsk, according to an OSCE statement.

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Ukraine's National Guard base in Luhansk was attacked Wednesday by what Ukraine's Interior Ministry described as 'terrorists.'

'There have been losses among military personnel as well as among the attackers,' a statement from the ministry said.

The Luhansk region in eastern Ukraine is at the heart of the separatists' bid to declare independence, which is mirrored in the neighboring Donetsk region.

There, dozens of pro-Russia separatists were killed after Ukrainian security forces launched an assault on Donetsk International Airport on Monday, following the militants' seizure of a terminal.

The Ukrainian military's move against the militants at Donetsk airport has been interpreted by some as an indication that the newly elected president Petro Poroshenko will take a tougher stance.

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CNN's Nick Paton Walsh reported from Donetsk. CNN's Susanna Capelouto and Andrew Carey contributed to this report.