People have asked me a lot, "What happened to the kidnapped girls in The Captive Curse?". According to the legend, the monster has been kidnapping girls for centuries.
On my most recent playthrough of the game, I took time to read The Captive Curse book, found inside the culprit's backpack (at the very end of the game). This book points out that the legend...is just a legend. None of the girls who were allegedly kidnapped actually existed (except the Freiherr's daughter). They were all made up.
I accept this answer, even though there are problems with it. Keep in mind that Nancy's mystery is to solve the current monster sightings. She wasn't brought in, to solve a cold kidnapping case from hundreds of years ago. And even if she did figure out what happened to the Freiherr's daughter, it really would not have that large of an effect on her current case.
On the other hand...Nancy had a tendency to solve old mysteries, while solving current ones. Message in a Haunted Mansion has her finding treasure from an Old West bank robbery, both Danger by Design and Haunting of Castle Malloy deal with spies in World War Two, and in Secret of the Scarlet Hand, she learns what happened to the ancient Mayan scribe whose writings mysteriously went unfinished. That's the oldest murder mystery she's solved.
I dunno. That's what I have to say on the matter. Now enjoy the first preview they made for The Captive Curse, which fooled most fans into thinking the monster in the game would be a werewolf: