Went to Live With the Croatan Indians
It is believed largely due to the CROATAN carvings that the settlers went to live with this band of Indians.  It is thought that the colonist turned to them for help in surviving the sometimes harsh seasons on the Outer Banks. 

Reports were made in the 1600s of blue-eyed, English speaking natives and of natives who said some of their ancestors were white.  It is not thought that all of the group went to live with the Croatan.  There are ideas that part of the settlers tried to move to the Chesapeake area while some remained with the Croatan.  It is also rumored that all but a handful of colonists were killed by natives and the remainder fled to live with the Croatan.