Someone told me that the Kingswood Brotherhood once kidnapped Elia Martell. Is this true? What happened?

Not quite:

Ulmer, stooped and grey-bearded and loose of skin and limb, stepped to the mark and pulled an arrow from the quiver at his waist. In his youth he had been an outlaw, a member of the infamous Kingswood Brotherhood. He claimed he’d once put an arrow through the hand of the White Bull of the Kingsguard to steal a kiss from the lips of a Dornish princess. He had stolen her jewels too, and a chest of golden dragons, but it was the kiss he liked to boast of in his cups.

If Ulmer is to be believed, they just robbed her.