Bells, I think you are absolutely right to be concerned. My toddler is always the last out and first in the car, if there is no convenient hand-holder around (my 7 year old is very good at this job). I can't leave him unattended in there because he escapes from his car seat. Sigh!
Yes, you should put some rules in writing, but I think you also must witness for yourself that she has broken this dangerous habit - lots and lots of times.
As you are on maternity leave, you'll be going on many more joint outings in the coming months. After you have had a very strong word with her about your safety concerns, and put some ground rules in writing, let her show you she has really taken this on board.
As you'll be holding a tiny baby, her primary responsibility is for your son. Make it really clear that she is responsible for his safety when loading and unloading your car. It is possible that because you are there, she is unconsciously assuming you are watching out for him and she is relieved of her responsiblities, even though your hands are already full. Your son IS her responsibility.
I find that more accidents occur in group situations like this - fingers getting jammed in doors, cups tipping over etc - just because each adult assumes the other is watching a toddler.
Also when it comes to putting safety rules in writing, if you feel this is getting heavy handed, could make safety just one of the things you put on paper - perhaps by writing down your baby daughter's routine or food you would prefer your son to eat as well - and present it as an aide to your nanny?
I also think it would be a very good idea to get your nanny to help write the safety rules with you, discussing and agreeeing on each aspect as you go:
ie if you tell your nanny to leave your son in the car till everything is unloaded, this might raise safety concerns too. Will your nanny walk away from the car for a minute or two to take things into your home? Will she ensure the car door is locked? Can your son escape from his car seat if left unattended? Another danger if this is the case. If she finds herself heavily loaded down and needing to make several trips to and from the car, would it be preferable for her to take in your son, put him somewhere safe, like his cot, and then go back for the loads?
You are right to be concerned, Bells.