The best way to deal with the Daphne is to incorporate the other Scooby rule: the convenient clue. Basically, let the Daphne get kidnapped. Then, have her escape, just in time to overhear the critical enemy plans. Have her fall down a laundry chute, to land in the mad scientist's top-secret lair.
One important trick, too, is to talk to the player. Do NOT, under any circumstances, tell the player she's doing it "wrong." Rather, point out that she seems to get in trouble a lot. Blame it on the dice if you have to, or simply tell her that the character she is playing seems to be rather reckless. Suggest that she get some skill in both fast talking, and slipping out of bonds.
Then, what you basically have is a maverick, who keeps beating the unbeatable bad guys, because she has an uncanny tendency to crash through the skylight, right onto the mastermind. As GM, really play up this bad luck/good luck angle for the character.
(Oh, and talk to the other players about making sure they want to keep their "lucky charm" around. Or, if there are no other players, the easiest solution is to bring in a seasoned professional, who can't figure out why Daphne isn't dead by now, and who can't figure out why she always happens to be standing in just the right spot when the mastermind goes down. Maybe a little more "Scarecrow and Mrs. King" than Daphne, in that case.)