I can confirm that GRRM did mention that Aerys was captured at Duskendale. But GRRM didn't go into much detail about how he was freed. Mainly he gave the background to the defiance. A wife with Free City ideas and Aerys wanting to prove that he was good as Tywin. That incident was the beginning of the end for Aerys.
What I would like to know was what Tywin would have done against the lord and how Aerys was actually rescued, ie. did Tywin seriously embarrase him by coming to his rescue. But GRRM did mention that it will be explained in the next book.
. . .
But one thing I did remember when reading the start of the Tyrion thread was that GRRM mentioned that Dragonstone was taken by the Valyrians not long before their doom.
. . .
Maia, I think GRRM said the defiance at Duskendale was the first time the split between Tywin and Aerys became so bad that he acted on his own. The jealousy that knawed at his heart finally caused him to act.
As for Illyrio. He was wealthy but not near as powerful as he is today. Only with the help of Varys did he reach a position where the daughter of a magister was willing to marry him.