I think the advice is clear, but leaves room for interpretation. Where that is the case, people should adopt the approach most in line with the spirit of the advice.
It is clear to me that the nanny can leave the house to go to work because she cannot do that work from home.
However, the OP should also consider whether there is a genuine need for the nanny. That will depend on a number of things:
A) are the OP and her husband are working at home (it looked to me that they were). If not, could they?
B) How old are the children? Do they have any any special needs that mean they need more hands-on care? Clearly if they are very small they need someone to look after them properly. If they're older, there is no need for a nanny if there is a responsible adult in the house.
C) given that the nanny comes in only 3 days a week, can't the OP and husband work on different days or at different times so they take turns looking after the children and there is no need for the nanny?
D) what is the nature of the work? Does it really demand 100% concentration at all times meaning that it wouldn't be possible me for the parents to work and supervise their children at the same time?
The answers to these questions will be different for different families who look from the outside to be in a similar position. None of us except the OP, her husband and their nanny know what the position is so we cannot sensibly give advice.
Just because you can do something it doesn't mean you should. It's the same principle as schools being open for the children of key workers. Those children are entitled to go to school but key workers are being asked not to send their children to school unless it is necessary. My sister is a teacher and will be working for a week over the Easter holidays. She will not be sending her 15 year old to school even though she is entitled to do so.