"We are telling Christians advancing onto the mujahedeen to have mercy for their prisoners who will bear the brunt of any force directed against the mujahedeen," Rage added.
The al Qaeda linked group claimed to be in contact with the fighters inside the mall. It also said the gunmen were battling both Kenyan and Israeli forces.
As the stand-off entered its third day, sustained bursts of rapid gunfire erupted at dawn and lasted 15 minutes, and soldiers posted around the complex ducked for cover.
This was followed by three big explosions, AFP correspondents at the scene said.
The Shabab have not said how many people were being held by the dozen-or-so attackers, who marched into the sprawling four-storey complex at midday Saturday, spraying shoppers with machine gunfire and tossing grenades.