Tradition points out Shafto Crags, as a place of the Earl’s concealment; a spot in that wild district, which is called “Sawter’s [soldier’s] Nick,” is said to be the place where, by descending a precipitous cliff, he escaped from the sentries who had tracked the noble fugitive to his quarry.
From “Dilston Hall : or, Memoirs of the Right Hon. James Radcliffe, Earl of Derwenter, a martyr in the Rebellion of 1715” by William Sidney Gibson (1850).
The Jacobite uprising in 1715 was the third major attempt to get the descendants of the catholic King James VII of Scotland (II of England) back on the throne – they believed they had the Divine Right to be there. There’s plenty of information on the Northumbrian Jacobites website, which mentions the legend that Derwentwater and his brother escaped from the authorities by taking refuge in the caves at Shafto Crags.
northumbrianjacobites.org.uk/index.php