North Korea would most likely keep these terrorists and warlords on a very short leash, since I doubt they want them mixing with the general population and preaching doctines that are going to be very much at odds with the ruling ideology of the DPRK.
"Kim Jong Il will always be an indifel until he acknowledges the supremacy of Allah and his prophet Muhammed!!"
Nah, just don't see it.
These guys would be locked up in bunkers that would make bin Laden's digs in Abbottabad look like a neighbourhood drop-in centre. They would be allowed to preach religion only to the outside world, and even then, their communiques would be heavily monitored and edited by the North Korean authorities.
And I wonder what pro-DPRK Koreans living in nations with a free press, eg. in Japan, would make of their hero-nation suddenly becoming the voice of radical Islam?
The only way this would be of benefit to the Jihadists would be if their choice was between fleeing to North Korea, or being captured/killed. But I don't think the range of options was that stark for them.
(It might make for an interesting novel ot movie, something in a comedic vein.)