Yeah, I know I'm kinda asking about my own area here, but I've never really been particularly interested in the Bonnie Prince and thus never looked into how his escape was viewed. It seems easy to assume he would have been ridiculed at the time, but multiple tellings of the escape, including one from Flora MacDonald, are included in The Lion in Mourning, which was intended to make the Prince's exploits look good after his eventual victory. So if the "disguised as a woman" thing was shameful, why would it be noted in that collection? (Note that some of these letters include restless spirits and other less-than-credible tales, so the collection wasn't against bending the truth.)
One interesting kind of source for this are period prints, which give both visual and textual interpretations of the event and by virtue of their appeal to a diverse market, reflect some aspects of public opinion:
John Michael Williams (?), Portrait of Prince Charles Edward Stuart, in disguise as a woman with cap and lace. c. 1745 Mezzotint. Take note of the verse:
"Routed, o'er the Hills the young Adventurer flies, And in a Cottage sinks to this Disguise. Fled his gay Hopes, defeated his fond Scheme, His Throne is vanish'd like a golden Dream. By manly Thoughts He'd charm His Woes to rest; In vain! Culloden still distracts His Breast"