It should be in the change-logs somewhere in the NPC's expanded release. It should work on named NPCs exactly like it does on non-unique NPCs. Instead of being removed (vanilla) on escape, they are added into the NPC pool and "moved" to the closest outskirts to the Mansion (ie: wimbornoutskirts by default). Searching in that area SHOULD turn them up at some point that day, but if you can't find or can't recapture them for any reason then they have a high chance to move to one of the other nearest locations (depending on their movement AI). Theoretically, they should move a step further from you but they are still out there and will be until captured by you or the authorities (ie: town events).