Authorities have not yet released any figures on dead or wounded.
Today the group has seized a luxury hotel in Kenya's capital, less than two miles from the Westgate Mall, as security forces attempt to flush them out.
Kenyan President Uhuru Kenyatta said on Wednesday that all of the militants who had stormed an upmarket hotel complex in Nairobi had been "eliminated" after a siege that went on for nearly 20 hours, leaving at least 14 people dead.
The five patients were brought to M P Shah Hospital and one of them died, said Toseef Din, the facility's chief operating officer.
The Kenyan Red Cross said about 50 people were unaccounted for.
Another man, who did not give his name, said he hid in an office. "He is in there and he has told me they are hiding with over 10 other people".
The officers led Crump and his co-workers out of the building with their hands on their heads, he said. "They are saying, 'we are in business'".
Gunfire has been heard since Kenya's interior minister announced the scene had been secured.
The attack began at about 3pm (1200GMT) on Tuesday afternoon, with a loud blast followed by gunfire and rapid calls for help spreading on Twitter.
TRT World's Natasha Hussain has more.
An American who survived the 9/11 terror attack is among those who were killed in Tuesday's terror attack at Nairobi's 14 Riverside Drive. The official was not authorized to talk to the media and spoke on condition of anonymity.
Somalia's al-Shabaab are a militant Islamist group that opposes the Somali government but has also carried out attacks throughout East Africa.
An unnamed eyewitness told Citizen TV he had also seen five bodies, however it was unclear if these were the same victims.
According to reports in the Sun, the SAS operative stormed through the doors of the building in the capital city of Nairobi and is believed to have shot dead members of the militant group who had detonated explosive devices and shot innocent bystanders, during the attack yesterday.
The Somali-based militant group al-Shabaab, who took responsibility for the deadly Nairobi hotel siege, said Wednesday the attack was a response to United States recognition of Jerusalem as the capital of Israel.
The "long severing" member of the SAS was on a mission to train Kenyan Special Forces when the terror bloothbath took place.
Ali explained, "This [recent] Nairobi attack is a response first and foremost to the airstrikes".
"It is awful. What I have seen is bad".
"It is awful. What I have seen is bad", said Charles Njenga, who ran from a scene of blood, broken glass, burning vehicles and pillars of black smoke.
"It's a traumatic time, it's a very stressful time ... you are wondering whether you should be messaging your loved ones to say, "Thank you, it's been swell, please forgive me and I love you", or, "Please be calm and we will be out shortly".
He and his colleagues ran to the atrium to find out what was going on, and everywhere they looked, they saw "masses of people fleeing in panic". At the entrance of the hotel, Boinnet said the assailants carried out a suicide explosion, injuring several people.