It'd be possible to create a delayed event that sends a notification to the lord about 'captured bandits' and reporting the gold recovered (again, only a portion of the amount lost) a few turns after the gold is lost to bandits. Please create a feature request on the bugtracker about this.
McTang, I'll have to look into this more, to figure out why you are not provided the link.
Continue to visit the guild and see if it shows up, in the meantime.