Ellie Ann Swan (job closed padlock) (Red Dead Redemption 2)

Drove to Valentine, and took the Sheriff a few posters to catch the crooks, first found no problem, but the second (Ellie Ann Swan) and some strange thing happens, I drive to the place of the search begin to search, find nothing, and suddenly from somewhere the sound of voices some stranger (either boil, or something like that), and then the job card is closed on the lock. A day opened. Came again when I was looking for, drove the two wandered around, then voices, saying, Ellie Ann to be taken alive. And a minute later the job again closed with a lock. I understand I have to find her before they do? Or what to do?