It transpires during Messiah CompleX that the Marauders have captured Rogue.
When did this happen? I thought Rogue was too powerful to be kidnapped by anyone. Mystique mentions
Which explain how Rogue got into a coma, but not how the Marauders got their hands on her.
How did they capture her? Was she not under observation by the X-Men at that point?
The answer to your question rests in the title "X-Men: Endangered Species (2007)" that recounts the events before X-Men: Messiah Complex.
At one of the rooms of Mystique's house, Mystique and the X-Men are found. Then, all the sudden, the Marauders appear in the room. It starts a fight. Everything is a pandemonium. Iceman gets shot. Then Rogue, which is also at Mystique's house and who is in the middle of a recovery process from being infected with a virus and defeating Hecatomb, wakes up and enters the room where the fight is taking place. Mystique draws a gun and shoots Rogue in the back and says that the mission parameters stand and ask the Marauders to kill everyone. Finally, at the end of the issue, the brawl breaks out. There are not explicit panels showing the Marauders taking or kidnapping Rogue but given that the X-Men, in the opening of Messiah Complex, are looking for her, everything points that the Marauders managed to slip away taking Rogue prisoner.
