I tried to watch this Lost Colony from 1921, and sadly I think it was not this one. I haven't seen any scene with stocks, let alone with tickling. I was trying to do my own search and I managed to found two "scenes" (from some movie or documentary) on shutterstock. But in both cases there is a man locked in stocks, not woman, and there is no tickling, but the stocks kind of resembles the description of this lost scene. I made a screenshots so you can see for yourself. But apparently it is not about Roanoke colony, but about Pocahontas.
So ether there was some other niche documentary about this colony, or perhaps the scene was not from the movie about Roanoke colony, but from some other movie about English settlements in the 17th century America.
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