Well, they didn't have video cameras back then! I'd like to think it was possible, that they didn't just perish from hunger or slaughter, but intermarried with a friendly Indian tribe for survival.
It could easily have happened. I read something else on this story and the Indians they possibly went with. I just remember one thing right now.
That is one of the theories. There is a 'tribe' in SE N. Carolina called the Lumbee. Many of them have blond hair and they believe that trait is from Lost Colony survivors.