3. Ultimately, the PCs are the masters of their own fate. Allow them to twart whatever clever plan you produce. You'll have plenty of time to capture them later
This is something that bears consideration.
Technically, there are situations where the PCs are not masters of their own fate.
If a PC breaks a law, and is ultimately caught, the PC has lost control. A case can be argued that the GM does not owe the player a turn by turn account of how they can't escape the gallows.
In a Media Res encounter(or any event that "Happens" to happen where the PCs are at the time) the player's can't avoid their fate. They will have to deal with the situation.
I suspect a more legalese way to phrase Alaxk's sentiment is "A player should have control a majority of the time, and the lack of it imposed as minimalistiacally as feasible until such time player choice restricts it."
Thus, in my Media Res example of starting in a village right when the orcs attack, I have subsumed where your PCs will start the campaign, which as GM it is often considered that I have that right anyway. I have not determined any other PC action (particularly any detrimental action). It is generally considered that I have the right to say "you start in the village" and that I have the right to say "orcs attack the village" and that therefore I have the right to intersect those two.
In the PC thief example, as the PC's notoriety increases, likely too will the force used to stop him. Thus, his own actions ultimately instigate his doom. When he is caught, his PRIOR choices are what removed his control of his fate.
I would consider that a thief committing crime, and thus eventually getting caught (because he lost a "fair" encounter with the cops) to be a fair chain of cause and effect to justify removing the player's control of the PC (imprisonment). The PC was doing things which have a blatant expectation of the possible outcome (as the old adage, don't do the crime if you can't do the time).
I would not consider it fair to assume that acceptance of a job as a caravan guard to justify a planned capture (and removal of player control). The GM deciding to capture the party at this point is as an arbitrary plot point, rather than a logical outcome of the player's choice to take the job. Worse still if the GM assumes the PCs take the job, and skips the asking of even that question.
In my games, the group generally agres to bite the plot hook. That aids in how much material I have to write to get the game going. However, I am expected to respect the players, and make that plot hook enticing and rational to the players and PCs.
As such, I am adverse to just offering a hook of "opportunity to guard a caravan". Because the players could go either way on that. I try to setup a hook that I think they will probably bite. That means examining the PCs and looking for something they would be interested in.
When I use Media Res, I'm looking to prime the pump with some generic action, that exposes a problem and some opportunities. From that, the nature of the first problem is usually personal enough to get a few PCs interested and moving. Once they solve that, I'm looking at what the PCs are interested in achievingg next.
Where does a capture fit in there?
If I can prevent a TPK, I may be inclined to do so. That's my style. I'd probably stop the game at TKO, and plan the next session to be the jailbreak (making sure I have LOTS of ways to escape).
I might have a situation where the "answer" is in a prison or slave camp. Where to solve the goal of a PC, they need to get in there and get it. In which case, it is the player's idea to infiltrate as captives, or just sneak in, or brute force invade.
I like good parties generally (easier to predict their next quest, show them a helpless princess...), but if I had a naughty PC, I would ratchet up efforts to stop him (once per crime or session perhaps), until he was eventually caught/killed. At that point, I have not made up my mind on whether I "owe" him any chances at escape. I think that's a topic worthy of discussion.
Long ago, I had learned that players HATE waking up in some crazy wizard's dungeon, forced to make their way through it to freedom. Arbitrarily starting the PCs in a captured state always annoys them. Seems like a good idea to always make sure you avoid anything that smells like the Crazy Wizard's Dungeon.