I believe this is not a bug. If the slave's obedience is low and loyalty is low theres a chance for them to escape during night time. I think your jailers stats also makes a difference. I forgot the exact stats for what a jailer needs. But I think its not a bug, but do correct me if im wrong.
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Mmm...That makes sense, what bothers me still though is that in the tutorial it said that no captives can escape which is then wrong information.
Aside from that, it also leads me to wonder what happens to the ones that do escape, particularly the ones that are seemingly special or unique characters like Emily. Do I get her back or like meet somewhere else sometime in the game or gone forever? I at least want those kind of characters to not be gone forever when and if they ever escape.
Anyway, thanks for your opinion on the matter.