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.
Lelouch throws off his tail and gets the drop on Rolo. But before he can geass him, he himself is geassed.
Rolo's geass is either a time stop or induces amnesia. I'll bet that's how his Knightmare teleports too.