Case closed: Roanoke.
Sir Walter Raleigh visited the "Virginia", so named after his lady Elizabeth, 1584 (Chesapeake) and 1585 (Roanoke, where he planted a colony). In 1587, he ordered another "plantation" as Anglos then termed it, back to Chesapeake, in the care of John White and with a spare ship lest they need to send word back home. White's ships instead, by the perfidy of their (Portuguese) navigator Fernandez, ended up at Roanoke. Where they found the ruin of the 1585 expedition.
In the process these men, er, freed the slaves. Those slaves would be the Croatoans, then oppressed by the Secotans. That plantation didn't do well otherwise - partly due to White's oafish mismanagement of Indian affairs - so it sent White back to England for help.
The Big Mystery was that when John White finally returned for that fourth visit, 1590, the village had a few changes to it. It now had a palisade... and was deserted. (The Spaniards had, perhaps, recorded its ruin already by 1588.) Here instead were a few notes to posterity: "CROATOAN" and "CRO". White figured this meant he should go looking for those Croatoans but one of those Atlantic hurricanes loomed, and his crew did an Alexander-At-India on him. Basically: "we're going home, with you as captain or without you".
That war with Spain was picking up over the 1590s, which the Spanish won, so there weren't more trips out to Virginia until those fumblings around Jamestown 1609 (which also near-ended with white-marooning). Once the English (finally) had put down real roots there, John Lawson got back down south to the Roanoke / Croatoan area - by then, earmarked for the "Carolina" colonies. On Hatteras Island, at some remote distance from the shoreline, he found blue-eyed Indians with an oral tradition adamant that they were English.
So the circumstantial evidence was always strong that the Roanoke plantation went-injun. There just wasn't the physical archaeology for it. Now, there is. I should still like to see the genetics however.
As to why the Croatoans welcomed these settlers: the English, I think, had made a point of befriending that particular tribe, against its enemies; and of sticking to their friendship. They also brought long-term helpful supplies: pigs, and expertise in handling them. They didn't bring disease - because earlier expeditions had done that for them (d'oh!). They didn't insist the locals drink milk with them (unlike the Norse). The colonists didn't behave like El Dorado plunderers as did the Jamestown authorities and, to be honest, as had earlier English expeditions. They didn't practice slavery. As proto-Cavaliers they weren't insistent on their religion except in being religiously English. [UPDATE 10/6: Raleigh himself was an Epicure.] And they brought women - unlike the Spaniards in Hispaniola, the Anglos weren't here to rape some folk.
From the Croatoan / Hatteran perspective: there weren't all that many immigrants, there weren't more coming anytime soon, these particular immigrants were a decent lot, they spoke the Atlantic trade-language, and they could be sequestered on some island offshore. Hey, why not. Plus blue eyes are kewt.
Lawson doesn't tell us if the following Hatteras metis generations bothered to keep up the English tongue - my guess is, they probably did, but by 1700 all the other Indians had learnt it too, so Lawson didn't see fit to note it. Either way Hatteras didn't think to adapt either tongue to an alphabet. They didn't (anymore) own a forge or a smelting furnace; perhaps, because they lacked the ores to smelt.
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