Malcolm and Margaret
In order to escape "the king's sword", Symeon of Durham (in the 'Historia Regum') reports that, on the 11th December 1069, Bishop Ęthelwine and "the chiefs of the people" had departed from Durham, with the "uncorrupted body" of St.Cuthbert, to take refuge on Lindisfarne. After a stay of "three months and some days" they returned to Durham, and, on the 25th March 1070, "restored the sacred corpse to its place with hymns and praises". Ęthelwine, however, "dreading the heavy rule of a foreign nation", decided to leave England:
"A ship, therefore, furnished with the necessary supplies, lay ready for him in the harbour of Wearmouth, waiting for a favourable wind."
Also at Wearmouth were some ships under the command of Edgar the Ętheling. With him were his mother, Agatha, his two sisters, Margaret and Christina, Męrleswein, Siward Barn (of whom more later):
"... and many others, who, after the storming of the castle of York ... were in dread of the king's indignation against themselves, and were preparing to go as refugees into Scotland, and awaited there a prosperous voyage. During the same time a countless multitude of Scots marched through Cumberland under the command of king Malcolm, and turning to the east, ravaged with fierce devastation the whole of Teesdale, and the bordering it on each side. And when they came to the place called in English Hundredeskelde, that is, the Hundred springs, having there slaughtered some nobles of the English nation, the king (keeping part of the army), sent part home by the way they came with a vast booty. By this craftiness he designed that when the wretched natives (who, from fear of the enemy, had hid themselves in whatever lurking-places they could find safety) should return to their villages and homes, supposing the enemy to have altogether departed, he might by a sudden inroad come upon them unawares. And this happened accordingly. For having pillaged Cleveland in part, by a sudden foray he seized Holderness, and thence, savagely overrunning the territory of St.Cuthbert, he deprived all of their whole property, and some also of their lives. Then he destroyed by fire, under his own inspection, the church of St.Peter, the prince of the Apostles, at Wearmouth. He burnt also other churches, with those who had taken refuge in them. When he was riding along the banks of the river, beholding from an eminence the cruel exploits of his men against the unhappy English, and feasting his mind and eyes with such a spectacle, it was told him that Edgar Ętheling and his sisters, who were beautiful girls of the royal blood, and many other very rich persons, fugitives from their homes, lay with their ships in that harbour. When they came to him with terms of amity, he addressed them graciously, and he pledged himself to grant them and all their friends a residence in his kingdom as long as they chose. Amidst these pillagings and depredations of the Scots, earl Gospatric ... made a furious plundering attack upon Cumberland. Having done this with slaughter and conflagration, he returned with great spoil, and shut himself, with his allies, into the strong fortress of Bamburgh; from which making frequent sallies, he weakened the forces of the enemy; for Cumberland was at that time under the dominion of king Malcolm, not held by right, but subjugated by force. Having heard ... of what Gospatric had committed against his people, scarcely able to contain himself for fury, he ordered his troops no longer to spare any of the English nation, but either to smite all to the earth, or carry them off captives under the yoke of perpetual slavery. Having received this licence, it was misery even to witness their deeds against the English. Some aged men and women were beheaded with the sword; others were thrust through with pikes, like swine destined for food; infants snatched from their mother's breasts were thrown high into the air, and in their fall were received on the points of lances and pikes thickly placed in the ground. The Scots, more savage than wild beasts, delighted in this cruelty, as an amusing spectacle. These children of the age of innocence, suspended between heaven and earth, gave up their souls to heaven. Young men also and maidens, and whoever seemed fit for toil and labour, were bound and driven before the face of their enemies, to be reduced in perpetual exile to slaves and bondmaids... Scotland was, therefore, filled with slaves and handmaids of the English race; so that even to this day, I do not say no little village, but even no cottage, can be found without one of them. After Malcolm's return to Scotland, when bishop Egelwin [Ęthelwine] was commencing his voyage towards Cologne, a contrary wind arising soon drove him back to Scotland. Thither also it bore with a favourable course Edgar Ętheling, with his companions ..."
In his 'Historia Ecclesiae Dunelmensis' (History of the Church of Durham), Symeon notes that Ęthelwine "carried off a portion of the treasures of the church". Both Manuscript D and Manuscript E of the 'Anglo-Saxon Chronicle' mention that "Ęgelwine [Ęthelwine] was outlawed".  Note
"Then began King Malcolm to yearn after his [Edgar's] sister, Margaret, to wife; but he and all his men long refused; and she also herself was averse, and said that she would neither have him nor any one else, if the Supreme Power would grant, that she in her maidenhood might please the mighty Lord with a carnal heart, in this short life, in pure continence. The king, however, earnestly urged her brother, until he answered Yea. And indeed he durst not otherwise; for they were come into his kingdom. So that then it was fulfilled, as God had long ere foreshowed ... The prescient Creator wist long before what he of her would have done; for that she should increase the glory of God in this land, lead the king aright from the path of error, bend him and his people together to a better way, and suppress the bad customs which the nation formerly followed: all which she afterwards did. The king therefore received her, though it was against her will, and was pleased with her manners, and thanked God, who in his might had given him such a match. He wisely bethought himself, as he was a prudent man, and turned himself to God, and renounced all impurity ... This queen aforesaid performed afterwards many useful deeds in this land to the glory of God, and also in her royal estate she well conducted herself, as her nature was."
'Anglo-Saxon Chronicle' Manuscript D  Note
"By her care and labour the king himself, laying aside the barbarity of his manners, became more gentle and civilised."
Symeon of Durham
Norman Supremacy    
Translations:
'Anglo-Saxon Chronicle' by Rev. James Ingram/Dr. J.A. Giles
Symeon of Durham 'Historia Regum' & 'Historia Ecclesiae Dunelmensis' by J. Stevenson