Roll comes to the embassy as Zero is broadcasting. But right then, he gets a call from Lelouch! How?
In fact Lelouch is back at school.
The Office of Secret Intelligence can't detect Lelouch behaving any differently, not even with 180 hidden cameras and 47 undercover observers.
Everyone else has forgotten Nunnaly as well.
Rolo's geass is a mass paralysis. Everyone within range is immobilized.
Guilford (Cornelia's Knight) is acting head of Tokyo right now. To draw out Zero, the threatens to execute the captured Black Knights.