You mean when they were caught out? 
As for being taken, why did they search the apartment, the gardens and the nearby streets if she had been taken? Did they really expect everyone to believe someone went into their apartment and lifted Madeleine who quietly complied, took her outside and dumped her in a roadside dumpster?
Exactly and as I had pointd this out previously on an earlier thread last year, Did they really believe that an 'abductor' would hang about with a child waiting to be caught?
This leave some more possible theories
woke and wandered- fell down a 'well' of sorts
woke and wandered and was rescued by a passer by... maybe a good person or maybe a paedophile
woke and wandered was knocked down killed and body disposed of by frightened driver
woke and wandered hit and run' and left at side of road dying and found by tapas person
( who panicked as how would they explain this).
There is another two theories which I will not post.