Daily entries from the 17th century London diary
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Roxalana was played by Hester Davenport, the first well-known English actress. Part two of The Siege of Rhodes , given in alternate performance with part one, is more from Davenant’s imagination than from history; it establishes firmly, through Roxalana’s conversion by Ianthe’s purity, the convention of expressing the conflict of love and honor in heroic couplets;
http://oldpoetry.com/authors/Sir%20William%20Davenant
another reference:
Known for her part on Siege of Rhodes
http://www.crock11.freeserve.co.uk/beggars.htm
from L&M Companion
(?1641-1717). Actress in the Duke’s Company 1660-2, playing leading parts. Known as ‘Roxalana’ from her part in Davenant’s “Siege of Rhodes”, not related to Frances Davenport. She became the mistress of the Earl of Oxford in 1662, and after his death in 1703 married Peter Moet.