Naulia got away.
I did that bit in my game, so I have some thoughts on this.
We know she has been receiving visions of Malfeshnekor about freeing him from Lamashtu, and we know that Lamashtu is going to bring back the Scribbler. So Lamashtu IS invested in activities in the area, even if she is not a big part of the plot.
The real question for Naulia is who else is left?
Orik:
He's probably just as happy its all over, Naulia isn't attached to him.
Tsuto:
She'd prefer to have him around to continue to use him.
Bruthamuz:
He could be useful for gathering more minions.
Lyrie:
If Malfeshnekor is still trapped Lyrie is useful.
Goblins (any):
Only useful for causing havoc in Sandpoint.
Elyrium:
If the Catacombs of Wrath are still unexplored, Naulia my first go there.
Malfeshnekor:
This is the important one, really the most important, its why she is here. If Mal is still alive, Naulia could easily lay low to work on freeing Mal.
As for freeing Mal, we know its a Hedged Prison version of Binding.
Magically dealing with the Binding is beyond her or any of the NPCs around, but the Binding Spell has its own answer:
"Regardless of the version of binding you cast, you can specify triggering conditions that end the spell and release the creature whenever they occur. These triggers can be as simple or elaborate as you desire, but the condition must be reasonable and have a likelihood of coming to pass. The conditions can be based on a creature's name, identity, or alignment, but otherwise must be based on observable actions or qualities. Intangibles such as level, class, Hit Dice, or hit points don't qualify."
Now, Naulia has been recruited and sent here by Lamashtu - my assumption is that Naulia can somehow satisfy the triggering condition to end the spell.
If nobody but Naulia is left, Naulia is back to square one, and probably pulls back to Magnimar to Xanesha.
I believe there are some notes on this possibility in the adventure text itself, so there should be some guidance there.
The advice provided by the Lorax is also good.
Really, she can show up whenever and wherever you think would be good for the story.. delay her return if you think having her show up again at the end would be better. Letting her sit out for a while, to let your Players think she may be just gone, could make her eventual return have more impact.
Keep in mind, one option is for her to never return. She's not important to the rest of AP as written so there's not harm in not killing her per se. Sometimes GM's get way more invested in an NPC than the players do - so if your players have a real passion for dealing with her then by all means re-introduce her. But if the players are indifferent (for instance, they don't do anything to follow or try to find her) and it's work for you to bring her back, you could just not.
More important than her fate is the various plans she was pursuing. What happened to Malfeshnekor? If he's been dealt with by the pc's, Nualia has no reason to remain in the area - for good or ill, the quest given to her by Lamashtu has failed. If he's still alive and bound, I'd expect her to make another attempt to free him on the premise she's still after the transformation Lamashtu promised. Have the Thistletop goblins been broken along with any potential alliance among the goblin tribes? The pc's went to Thistletop to stop a goblin assault on Sandpoint - did they succeed? One avenue: Nualia could join the Mosswood goblins and rally them for an assault on Sandpoint or an effort to retake Thistletop. Did any other goblins or her mercenaries survive? They might join her. The preparation for this is simpler in at least one dimension - if it follows immediately after the pc's take out Thistletop, you don't need to level her up which you'd likely need/want to do if you bring her back after the pc's have gone up a couple levels.
One other reminder: she's not really part of Xanesha's plans, she's more like a hobby or toy - "I wonder what would happen if I did this?" She's not part of the plot or efforts in Book 2 so she doesn't necessarily need to retreat to Magnimar. She and Xanesha are partners of convenience not shared goals.
She also serves a good red herring for the beginning of Book 2 - even if she never appears, you pc's may assume she's behind the troubles plaguing Sandpoint.
In my Rise of the Runelords game, we captured Nualia alive. We amputated her demonic arm to stop her transformation. Sheriff Hemlock delivered her to prison in Magnimar.
Unfortunately, that put her in Justice Ironbriar's custody, so we met Nualia again in the sawmill in the Skinsaw Murders. We captured her again.
By the time of Sins of the Saviors I was running the campaign. The resurrection of Xaliassa at the beginning of the module seemed arbitrary, so I decided change it. While the party was at the fortress of the stone giants, Lamashtu cultists helped Nualia escape from prison. The party learned this as they surveyed the crater from the underground explosion in Sandpoint. Obviously, Nualia was behind it, right? The real story was that the cultists tricked Nualia and sacrificed her to bring Xaliassa back to life.
I think Magnimar is a great place for the players to meet her again. Similar to what Latrecis has written, I'll use her in the wake of the ongoing murders and might even use her for the Dawn of the Scarlet Sun module for my cleric of Sarenrae as a side trek.
Bringing her back in book 4 when the giants attack Sandpoint (as the rider of the red dragon) might also be a possibility but would need some (more) foreshadowing.
Ruyan.
My PCs captured her alive as well, and she returned later in the fight against Justice Ironbriar, along with Tsuto.
If she escaped on her own, I would think about her completing her transformation at some point and returning later in the campaign, whenever some demonic monstrosity would be a fitting addition.
(Thinking about it, maybe I will let her come back as an undead of some sort)
The fertility/mutation aspects of her deity ties in quite well with her story, tbh, so I would not bring her back from the dead if the party managed to do her in. If not, well, she might become something truly monstrous in time.
The resurrection of Xaliassa at the beginning of the module seemed arbitrary
The actions of gods often do seem arbitrary to mere men. ;)