I understand the family’s concern and disbelief. Obviously it is so tragic! To begin with, I also do not understand how they or the other children didn’t hear anything if an intruder/abductor had entered the house... Or when Nora had walked down the staircase and walk through the window. Let’s get back to basic and step 1 .... after that, we can try to decipher the lack of evidence of any abduction... Plus how she didn’t have any scar/sign of mishandling.
It is easy to be blameful or distrustful when one is in shock. But may be Nora really walked out silently herself...
I believe that this actually what happened. Nora was perhaps so excited in the environment that she wanted to explore as soon as she woke up. She could have gone out outside not far to begin with and then couldn't work out how to get back.