As I said in the speculation thread, I was really impressed with Taniguchi this episode. Actually daring to air something like this the day after the anniversary of Nagasaki's bombing is bold on quite a few levels. Overall it only serves to further prove my point that CG is intended to have a lot of real-world parallelism.
As for actual spoiler related stuff
Spoiler (highlight to view)
I'm fairly certain that Nunnally is actually dead. When a character in CG is revived (and this happened with both Mao and Orange), there's always a flaw or some crack that shows that its possible. In Orange's case it was when he was rescued by the scientists, for Mao it was that Lelouch didn't order them to kill. With Nunnally, Sayoko, Nunnally's aid, and Guilford we actually saw them consumed by the light. Conversely, the ones we can all be almost certain survived (Anya, Tamaki, etc.) we didn't see anything of the sort, even though they were clearly in a position that could be fatal. Additionally, Nunnally lost her plot armor when Lelouch's identity was discovered. Her death can be used to reconcile Lelouch and Suzaku in the very dead, and to send Lelouch directly after the Emperor so that it doesn't matter when the Black Knights ditch him next ep.
Nunnally's only possible survival routes:
-Anya saves her.
-Secret teleportation Geass.
So yeah. Unlikely. Great episode though, loved "Orange is the name of my loyalty!".
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NightSwan also said that she wanted to peg me, once, but I'm not sure whether to take that as a compliment or a threat...