It is true that the grandparents of Anja went to Theresienstadt in Czechoslovakia
What happened was that were sent to the Auschwitz concentration camp and were killed there
Vladek was able to find out because many people told him what went on at Auschwitz.
The Auschwitz concentration camp was operated by the Nazi officers as a quarantine camp for Polish political prisoners.
Hence, the grandparents of Anja were captured a prisoners when they went to Theresienstadt.
Read more about concentration camp
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