This hasn't happened, as far as we know - largely indicated by the fact no one's been detonating nuclear weapons they have.

There has not, in fact, been a proliferation of nuclear weapons to non-state actors as people predicted might happen when the Soviet Union broke up. Because if you're a terrorist group with a nuclear weapon, why would you not use it as soon as possible, given that it's a large, hard to obfuscate item which you're otherwise likely to use (and would represent the most incredible asset you're ever going to have).