Fast, ejected stars have been found around several young star-forming regions, such as the Orion Nebula Cluster (ONC). These ejected stars can be used to constrain the initial density, spatial and kinematic substructure when compared to predictions from N-body simulations. We search for runaway and slower walkaway stars using Gaia DR2 within 100 pc of NGC 2264, which contains subclustered regions around higher-mass OB-stars (S Mon, IRS 1 and IRS 2). We find five runaways and nine walkaways that trace back to S Mon and six runaways and five walkaways that trace back to IRS 1/2 based on their 3D-kinematics. We compare these numbers to a range of N-body simulations with different initial conditions. The number of runaways/walkaways is consistent with initial conditions with a high initial stellar density (∼10 000 M⊙ pc−3), a high initial amount of spatial substructure and either a subvirial or virialised ratio for all subclusters. We also confirm the trajectories of our ejected stars using the data from Gaia EDR3, which reduces the number of runaways from IRS 1/2 from six to four but leaves the number of runaways from S Mon unchanged. The reduction in runaways is due to smaller uncertainties in the proper motion and changes in the parallax/distance estimate for these stars in Gaia EDR3. We find further runaway/walkaway candidates based on proper motion alone in Gaia DR2, which could increase these numbers once radial velocities are available. We also expect further changes in the candidate list with upcoming Gaia data releases.