IMO Nynaeve at this point already knows Rand is alive and has put 2 and 2 together. She knows he is bonded to Min and Min has not gone into crazy “I’ve lost my Warder / Channeler (they don’t know the direction of the bond)” mode. Nynaeve is not a lady to give up a suspicion that quickly and she was suspicious. By extension therefore, Lan and probably Moiraine know as well so they basically arranged for him to be left “alone” during the funeral - pretending to have a guard but not having one kind of thing. That as far as I understand it is the very reason that Cadsuane is suspicious - there are no guards around the tent of a forsaken…