along the lines of something different -
Jews &/or Gypsies.
Hear me out - these were, during the middle ages, two of most persecuted groups in western europe, IIRC, so they would have the motivation to move out.
They were also small enough, that their disappearance in the midst of various pogroms or other turbulence could go relatively unremarked.
both had access to some interesting developments for the new world (writing, coinage, sailing, horses, metallurgy), while being small enough that they would almost inevitably be absorbed into the local tribal structures from an ethnic/genetic/etc viewpoint.