The women were warned of the environment they were headed for during a stop in Mobile and decided to remain there. The male colonists were much chagrined when the ship arrived without their women, but it was hard to conceal the caskets being delivered to the Ursulines Convent.
To this day, they are supposedly stored in the attic of the convent. The shutters to the attic windows are rumored to be nailed in place by numerous nails blessed by a priest to ensure that whatever evil exists stays inside the attic. However, if you look at the photo (taken by me over Thanksgiving, on an obviously clear day) you'll see a large orb encircling two of those windows. . . . (click on the picture for a larger image.)