I'm not sure it's the being captured twice that is sticking in anyone's craw, it's escaping twice with only mild side-effects…we are given graphic detail of how those captured by Morgoth are affected, and none would seem likely to go without notice from their nearest and dearest, never mind carry on regardless…
Yeah, we don't have any named characters who are described with any detail, who come back without
major physical and psychological damage*. After doubling down on that, I have trouble imagining them being able to escape in truth. In Amysrevenge's hypothetical, Finrod is rescued the first time and presumably still dies the second time. Beren is captured twice, but he's a superlative and has Luthien's supernatural help twice, and the first time he's rescued rather than escaping on his own.
*Except Maeglin, if we don't consider him under the Spell.
I got an idea: have Rog, Ecthelion and Orodreth get captured, them turn out relatively fine (with the exception of a weakened Orodreth) but have other Elves who are under the spell of Bottomless Dread escape (or set loose) later on, where one realizes that Rog, Ecthelion and Orodreth were a fluke.
With Maedhros in place of Ecthelion, I like this. They escape before Morgoth had let out many (or any) beSpelled Elves as agents, so nobody expected them to have become spies. Then Morgoth's agents they start doing things -- I'm guessing sabotage and destructive rumors/social influence are easier than deliberately leaking information -- and people stop trusting any subsequent former thralls.
There is likely something noticeable in the demeanor of those who are under the Spell that makes you immediately go "Nope, that
obviously didn't happen to Maedhros or Rog." whereas people might actually start to distrust Orodreth a little... not all, maybe not the majority, because people generally realize he's in a position of enough power that he'd have to be superbly clever to get away with treachery for decades, and like all of his house he's very likeable. (And anyone who knows his immediate superior, uncle Finrod, is the best telepath
ever and would surely notice if his nephew was a mole.) But it could help explain why many people are so darn reluctant to actually listen to what Orodreth says.
Having Rog escape early isn't incompatible with him being from Fingon's followers, either.