Warning: Contains spoilers for Yellowjackets season 1.
In the Yellowjackets season 1 finale, Natalie is captured in the present-day timeline, but the identity of her kidnappers sets up a big mystery for Yellowjackets season 2. The Yellowjackets season 1 finale gave a few answers to the show's mysteries, but most of the answers only served to ask more questions. However, the showrunners have a 5-season plan for Yellowjackets and season 2 has already been confirmed so they have plenty of time to answer their mysteries.
Throughout Yellowjackets season 1, Natalie (Juliette Lewis) is wrestling with the idea that Travis might have killed himself in the present day. This is explained a little bit through the 1996 timeline but is most clearly elaborated on by the fact that Natalie and Travis had a pact to never take their own lives. Travis was found hanging in a barn, but wax on the floor indicated possible foul play. At the end of Yellowjackets season 1, Natalie comes to the conclusion that Travis wasn’t murdered and decides that without the pact she should take her own life but is interrupted when a group of strange people break into her motel room and kidnap her. As she is taken, a voicemail from her contact at a bank plays asking what Natalie has got her into and asking who Lottie Matthews is.
The most likely option for who kidnapped Natalie in the Yellowjackets season 1 finale is that the group were members of a cult led by Lottie Matthews. Lottie was a survivor of the original plane crash (played by Courtney Eaton) who had not been seen or mentioned in the present-day prior to the final moments of the season. During the time in the wilderness, Lottie found a spiritual calling and led at least Van (Liv Hewson) and Misty (Samantha Hanratty) in rituals. The wax markings under Travis’ body were shown to be in the pattern of the symbol found in the wilderness, and this same pattern is worn as a medallion by one of Natalie’s kidnappers. This suggests that those who are taking Natalie are the same people who killed Travis, and the voicemail implicates Lottie in Travis’ death. While it could be that another survivor is using Lottie’s name or accounts for their misdeeds, it would make this Yellowjackets season 1 finale hint unfair on the viewers.
While Lottie is the most obvious choice, she is not the only possibility. The presence of the symbol around the neck of one of Natalie’s kidnappers means that Taissa (Tawny Cypress) could be responsible. In the Yellowjackets finale, Simone (Rukiya Bernard) discovers Taissa’s shrine in their basement and (among other things) it includes the symbol from the wilderness. As she is actively practicing the use of the symbol and clearly has the resources to hire people like Jessica Roberts, Taissa could be who is really behind Natalie’s kidnapping. It is of course possible that Taissa is also in league with Lottie, as her wider allegiances have been called into question throughout Yellowjackets season 1.
One final option might be considered a stretch. It is possible that Misty is behind Natalie’s kidnapping. Misty has shown some strange ways of caring for people she considers her friends before, for example, rushing in and trying to take Natalie’s drugs herself before Natalie could. In an attempt to prevent Natalie from taking her own life, Misty could have arranged for people to kidnap her as a bizarre sort of intervention. She clearly has no compunction about using force on people, as demonstrated by her treatment of Jessica Roberts. Additionally, she has access to a wider group of people who might be willing to help her in the form of her citizen detectives group, and such people might have thought it interesting or fun to wear a copy of the wilderness symbol. The multiple possibilities mean that it won’t be until Yellowjackets season 2 is released that the mystery is officially solved, but Lottie Matthews is by far the most likely suspect in Natalie’s kidnapping.