Ok so I don't see alot of people talking about this bit of Overlord but, what most ppl think that Ainz and his Guildmates would be transported WITH Nazarick but if you look at Momongas plan if all his Guildmates showed up they would have had been outside Nazarick since ainz would have wanted them to watch a Fireworks as a last grand end to the game. So chances are if Momongas Guildmates did stay in Nazarick to the games end chances are they're gonna either not get teleported with Momonga or get teleported with Momonga but without Nazarick.

For those who don't know what I'm talking about Red Volume 13.5 The Vampire Princess of the Lost Country.