If they were absorbed by local tribes, wouldn’t DNA testing give a clue?
I seem to remember that years ago some stones were found that indicated the colony was captured or sided with a tribe that headed north, but that the Establishment said they were forgeries and relegated them to the basement.
I seem to remember hearing awhile ago that generations after they disappeared, a native tribe from that area had many members with blue eyes and various traits that would indicate a bi~racial heritage.