I still don't see the problem with recapture (not specifically for Orodreth, but as a concept for anyone: Gwindor, or whoever) - it would be VERY EASY to craft a scenario where the strongest most capable Elf in the world would be captured - where it would look weak or inept in that scenario to NOT get captured. Where, through no failure of will or ineptitude, the only alternative to capture is to squeal and flee and hide behind your momma, abandoning your friends and family to capture and torment of their own. And it is no harder to craft such a scenario for someone who has previously been captured and escaped, than for someone who had not.
I can only see three ways for someone who has previously been captured to guarantee avoiding future capture: 1) never again be in contact with the enemy (or, functionally equivalent, immediately flee at the slightest sign of danger), 2) fight to the death under any circumstance, or 3) become so mighty that you are undefeatable - go take out the Balrogs and Morgoth yourself. Any post-capture reaction other than those 3, and it is trivial to write a reasonable recapture scenario that doesn't make the character look like a weak idiot - just maybe unlucky in a wrong place/wrong time sense.
Consider this hypothetical thought experiment- swap out Maedhros for Finrod as the dangling-by-the-wrist guy. Everything else is as close to the same as possible in the story as it moves forward - Finrod is rescued, firms up his resolve, and moves on with his left-handed life, goes on to found Nargothrond, etc. When Finrod and Beren are captured later by Sauron (but all the details in this encounter are word for word the same), would Finrod now appear weak or ineffective? I don't think he would. Even in the battle with Sauron, a probable change would be Finrod facing and defeating a song verse reminding him of his previous capture and disfiguring, with him still only being ultimately defeated by the Doom of the Noldor.