'My daughter asked me: Have you killed someone?'
He became a preacher at the city's Pentecostal Church of Redemption but was arrested in December when the family's attempt to remain in the country was rejected.
The family then spent more than a month in Lanarkshire's Dungavel detention centre, which has been criticised by Anne Owers, chief inspector of prisons, for its poor care and education for children, before being released pending a review of their case.
Here Mr Daly describes life in Dungavel:
They call Dungavel a detention centre but the reality is that it's a prison. When you say 'detention' it suggests that it is chosen by your behaviour. We were not free; we were in prison.
My children, who are aged between 16 and 11, were not the only ones in Dungavel. There was a child of only three months and when I spoke to the mother I could not think what to say to her about this indignity. I was astonished to see this with my own eyes. There was another family with children of two, four and five.
There was a teacher for the children, one only, a lady. But the problem was not whether we had a teacher for them, but the mental and moral conditions.
My children were revolted, disgusted and outraged by what had happened.
My daughter asked me: "Father, have you stolen something? Have you killed someone?" She could not believe that we would be in there unless I had committed a crime.
So you can imagine that, regardless of having a teacher, the children really had no appetite for learning. My eldest daughter said: "What's the point of doing any of this studying if we are in prison and we don't know if we are ever going to be free?" She felt incredibly upset because she was so powerless, and her parents were powerless as well.
The teacher tried to help the children progress with their studies, but they felt utterly abandoned and unable to learn. I think the teacher felt embarrassed to be trying to do her job in such an iniquitous setting. She felt bad that she could do nothing.
Before we were taken to Dungavel, my children were among the best students in their schools and college; eager learners, hard workers, bright children, and now that they are back in school they are working hard again.
But nothing could be done for them in this prison.
Yes, there were books for them, and a computer and a television; in fact even for the adults there was a computer room and facilities for learning English.
But even if you have 20 computers it would not possibly make up for the fact of being put in a prison because you have come to a country of liberty, the UK, to escape death in another place."
Mr Daly was talking to Karen Shook