I was clearing Easy City Downs, and came a cross a settler tied up in the back of the office. She looked kind of familiar, and when I spoke to her, she seemed to know me. I escorted her (very slowly, as she would only walk) to Nordhagen Beach, where she resumed her former duties as a bartender and thanked me. I had no mission for her, nor any warnings or miscellaneous entries for it, so I thought, "weird," and moved on.
Many hours of gameplay later, I turned in a greenskins mission to Preston, and he immediately directed me to Nordhagen for a kidnapping mission. I traveled to Nordhagen, spoke to the farmer there, and he promptly thanked me for rescuing his wife, and directed me back to Preston.