This one is explained through the events that unfold throughout the episode.
How We Know Sayako and Nunnally Escaped the Blast.
1. When the F.L.E.I.J.A goes off Nunnally and Sayako reacts in a calm manner while Alicia is panicking. Obviously, if she was with them then they would have all been calm or panicking. We also do not hear the pilot panicking or anyone else on the shuttle (including Britannian troops). This also proves that Sayako and Nunnally must have been at a safe distance away from the explosion.
2. I would also like to point out that from the image it looks like from the way that Sayako is standing near Nunnally that they were in flight.
3. We only see Alicia and Nunnally separately with any footage of inside the shuttle.
5. Given how bright the light from the explosion as it is very likely that Sayako could see it from a difference. Keep in mind that the limiter was on the F.L.E.I.J.A so it was only a “smaller” blast radius than the full potential of the bomb.
How We Know that Alicia was in a Decoy Shuttle.
1. Notice that Alicia Lohmeyer, Nunnally’s assistant never acknowledges that Sayako broke into the shuttle. We see Nunnally turning around but no sign of Alicia.
2. We never see Alicia get into Nunnally’s shuttle.
3. One more thing Alicia said that having KMFs around the shuttle would make it a target. So why would the shuttle that Rolo arrived at have KMFs?
4. This is just more proof that it must have been a decoy. The last piece of evidence comes from Sayako herself after she meets with Jeremiah. She explains that there was a decoy shuttle.
Given everything here that shuttle that Rolo found must have ben it.