The Short Version
The core narrative is well-supported: in 1999, a woman (Cynthia Vigil) escaped David Parker Ray's trailer in Elephant Butte, New Mexico, wearing a restraint device, and her escape directly triggered the criminal investigation. However, the specific claim of a "metal collar and padlock" is not corroborated by the strongest contemporaneous sources, which describe a "dog collar and chain." The padlock detail appears only in lower-authority retellings and may be an embellishment of the documented facts.