She was on her way from Loughborough (she was returning from there?)
with this note.

She was coming from Loughborough - we don't know if she was returning or not.

PS I know Loughborough very very well
pronounced - LuffbraEmotion: big smile
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Loughborough was her final destination. She was sent there
to inform the King's troops about a castle takeover. But the Sheriff of Nottingham
captured her and said she was on her way from Loughborough.
So she never made it there or he caught her on her way back?

Then something here doesn't make sense.

Your original post states - she was on her way from Loughborough  - this, on its own, tells us nothing more than she was travelling from that place. We do not know from this information if she had started her journey elsewhere and had passed through Loughborough on her way - all we know is that she had been in Loughbourough and was travelling away from there.

This does not fit in with the information you supply in your second post. If Loughborough was her final destination I would expect the orginal sentence to be:

she was on her way to Loughborough.

So - it could be that the Sheriff made a mistake in thinking that she had arrived in Loughborough and then had left the town. Only guessing at this point really. Can you give any more information on this?
Sorry, opti. My mistake. Her final destination was back in Nottingham.Emotion: smile
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Well I'm glad all's clear now Emotion: smile