Two British men went to Soledar. Neither came back.

Two British citizens, Andrew Bagshaw and Chris Parry, departed from the city of Kramatorsk at 8 a.m. on Jan. 6 and headed east toward the front lines of Ukraine’s war with Russia, Ukrainian police said.

Their mission, according to an aid worker familiar with the matter, was to evacuate an elderly woman in Soledar, a small town where Russian and Ukrainian forces were waging a vicious fight.

They never returned.

Questions lingered about their fate until Tuesday,  when Mr. Parry’s family confirmed in a statement released through the British foreign ministry that “our beloved Chrissy” and Mr. Bagshaw had been killed “whilst attempting a humanitarian evacuation from Soledar.”

“His selfless determination in helping the old, young and disadvantaged there has made us and his larger family extremely proud,” the statement said.

The men’s vehicle is believed to have been hit by an artillery shell, though investigations were underway, Mr. Bagshaw’s parents said at a news conference. They had feared such an outcome, they said, but were “very, very proud” of his work.

Mr. Bagshaw, 47, and Mr. Parry, 28, were part of an ad hoc cohort of foreigners with little to no combat experience who helped evacuate civilians from the front lines, acquaintances said. Several of Mr. Parry’s and Mr. Bagshaw’s evacuations were documented by journalists, including Arnaud De Decker, who shared footage of Mr. Parry in Bakhmut days before he went missing.

Their deaths were a stark reminder of the danger facing those whose work has become a lifeline in the Donbas, where many Ukrainians are trapped in some of the worst war zones Europe has seen since the Second World War.

On Jan. 6, the two men “went to some really dangerous address,” said Grzegorz Rybak, a fellow foreign volunteer who worked with both men and lived with Mr. Bagshaw in Kramatorsk for two weeks. “And they did not come back.”

PMC Wagner, a notorious mercenary group fighting on behalf of Russia, claimed a week after their disappearance to have found one of the men’s bodies. The group posted photos on Telegram of what appeared to be their passports, along with a certificate identifying Mr. Parry as a volunteer with the Pavlo Vyshniakov Foundation, a Kyiv-based charity that sends resources including food and medical supplies to civilians, hospitals and military groups. The foundation declined to comment.

Wagner’s claim could not be verified at the time, and Russian state media has since claimed, without evidence, that the men were mercenaries.

The war in Ukraine is a humanitarian quandary. Conditions in some areas aretoo perilous for residents to stay put, or for many international organizations to allow their staff to venture in, said Abby Stoddard, a humanitarian policy analyst.

So some of the riskiest evacuations are being carried out by independent volunteers — “in other words, the ones who have the least amount of resources to keep people safe,” Ms. Stoddard said.

Bryan Stern, a U.S. veteran who co-founded a humanitarian rescue operation, described front line evacuation efforts in Ukraine as a “free-for-all.” While foreign volunteers came to Ukraine with good intentions, he said, most have “no idea what they’re doing.”

“This is really why this is a sad story,” he said.

Mr. Parry was a software engineer who wanted to travel the world, his family said.

In early January, he told the local BBC station in Cornwall, where he grew up, that he “knew nothing” about Ukraine before the invasion but “became obsessed” with helping. He intended to enlist with foreign fighters, but, having no combat experience, instead bought a van and began working as an evacuation driver last March.

In an Instagram post made days after his arrival, Mr. Parry wrote that he felt apprehensive about a planned journey to Kharkiv because “everyone I have spoken to about it believes there’s a very strong chance of me dying.”

Mr. Bagshaw, 48, was a British genetics researcher who was between jobs last spring in Christchurch, New Zealand, when he decided to go to Ukraine, a photojournalist who met him wrote in the New Zealand Herald in October. His family told reporters that he believed “it to be the morally right thing to do.”

Mr. Rybak, who translated for the volunteers, said their ad hoc operation was largely carried out by a small community of English-speakers in Kramatorsk. Neither Mr. Parry nor Mr. Bagshaw spoke Ukrainian or Russian, he said.

Mr. Rybak said Ukrainians would contact local aid workers about relatives near Bakhmut, and their addresses would be relayed to the volunteers, who would drive into the conflict zone to evacuate them, often in donated or crowd-funded vehicles. The trips were unpredictable, Mr. Rybak said, with addresses sometimes vacant or residents resisting evacuation.

The men had plans for after the war. Mr. Parry had a partner he wanted to marry, Mr. Rybak recalled, and Mr. Bagshaw wanted to carry on with his scientific career.

“They wanted to live,” he said.

Thomas Gibbons-Neff contributed reporting.