Yes, I have it saved right before it happens every time. That is the problem. If I was home then I could stop them before they kidnapped her (I think). Except I can't do that since every time I go home this happens! But here's the real issue and the real point of my problem; why does the quest randomly say: "Completed" When i'm on my way to the cave to save her? To me, that doesn't make sense at all. I really do think it is a glitch.
I've dealt with this quest about 3-4x now, all at Lakeview Manor, and each time they had taken her to Embershard Mine.
The first time it happened I had just come back from a 5 or 6 marathon and was like .3 lbs. of loot away from not being able to walk, so I ran inside to stash some stuff (specifically, in the cellar). All of the sudden, I see "succeeded! Rescued Ysolda from bandits!" or whatever, and I go upstairs and there she is, acting personally normal.
The next time it happened SHE REALLY DID get kidnapped, I went to Embarshard, wiped the place out, then unlocked her cell. Guess what? She was acting like a cartoon android that had faulty batteries: walking backwards, repeating things even more than usual, wandering into stupid places more than usual (oh, did I mention she was twitching and shaking the whole time? Right...), and it made the game IMPOSSIBLE. I tried a bunch of things but then just restarted before that happened (which lost like 5 hours of playing...I also slacked on saving), and moved everyone to Proudspire or something.
THEN it happened again. I'd read how people just went through it all by first making sure she isn't actually at home somewhere, and waiting a few minutes to see if she shows up. She didn't, so off to Embershard I go (I had a save that I could have used if things got ugly again). I chopped, hacked and slashed my way to the cell she was locked in, freed her, she said something like "Oh I just knew that you would come for me my love!" and then follows you out of the mine. Keep in mind there were more enemies beyond where her cell was, but I just got to her and then left ASAP. When I got home (she apparently flew there or something...) she was fine.
Man, glitchy Ysolda is such a mess it isn't even funny...