Aeolius
Adventurer
Sure, there's lots of possibilities covered under, she's rescued or not rescued, but, at the end of the day, you've only got two possibilities. Everything else is just details.
"The shortest distance between two points is a straight line, but it is by far the least interesting." - Doctor Who
Suppose the daughter was due to succeed the king, so he had her assassinated and will frame her murder on the PCs who "rescue" her.
Suppose she was not kidnapped. Instead she willing left to pursue a pastoral life unconcerned with political matters.
Suppose the PCs find the princess as a ghost, yellow musk zombie, or petrified statue?
Getting there is half the fun!