Actually, the sister's story makes sense to me. Kids that age, and I'm not standing up for "youths" because I am one, will get traumatized by that kind of incident. Put yourself in the alleged situation. You're nine. You're sister has just been kidnapped at gunpoint. The kidnapper tells you that if you say anything, he'll kill your sister. Many kids would go into a state of panic and not use reason. I think she honestly thought that if she told her parents, it would get back to the kidnapper somehow. I'm not saying that that is the direct case, but you can't say that just because the sister didn't tell that it's a conspiracy.
I hate to drag on, but I want to give an example of what panic can do to a kid. When I was in fourth grade, I was at a public school at the time (I'm homeschooled now), my dad was late picking me up. I panicked and thought I had been forgotten. Reason had passed me by so much that when I saw his car and it was empty (he was looking for me), rather than stay and wait as I should have, I left and started to look for him. Luckily he was returning to the car at that time and all was well.
Anyway, that bit of history was hardly a traumatic situation, but because I panicked I simply couldn't reason. That's what happens with kids that age. This isn't a jab at adults or anything, but I think that adults forget how kids think and reason, or, in some cases, don't.
Thanks for your input. And for letting us know you're a "youth" -- 'cause we sure wouldn't have figured that out from your articulate post. Nowadays most college students can't put together a coherent sentence, much less 3 paragraphs. Another homeschooling success story!