Nebula does not fail to return.
I just watched the movie again, and remembered this question during the scenes addressed by it; the sequence of events is as follows:
Rhodey and 2023 Nebula both move to activate their Time GPS and return, but at the moment Rhodey hits his, 2023 Nebula freezes up due to the intermingling of her neural network with 2014 Nebula's. She does not have a chance to activate her GPS, and as Rhodey has already activated his, he never witnesses this.
2014 Nebula takes the Time GPS, Pym Particles, and gold-toned plates from 2023 Nebula's face. She uses the gold plates to disguise herself as 2023 Nebula, and hands over the Pym Particles to 2014 Thanos (presumably for him to replicate them).
2014 Nebula then appears on the platform at the exact same time as the others, with the exception of Natasha. There is no delay at all on her return, she looks exactly like the Nebula who left so they have no reason to question her, and as everyone is concerned with the loss of Natasha they take no notice of any behavioral flags.
To the eyes of everyone present, the Nebula who left is the Nebula who returned, and they are given no reason to suspect that she is someone different. This is even emphasized later, when 2014 Nebula takes the gauntlet from Clint, who says, "Hey, I know you." Even after 2014 Thanos attacked, they still had no reason to suspect the Nebulas had traded places.