well that theory makes the most sense^ however it still doesn't explain how Nyu survives. There is an army of troops shooting her and they aren't going to let her walk, aka leave her corpse just sitting there. Also I have to wonder if the director of the program has some further special agenda for Lucy considering she is the queen (perhaps take her corpse for DNA or maybe try and re-cage Lucy for further exploitation.)
The only way this could happen: Lucy kills off the troops then perhaps kills herself/dies of injuries... which isn't the case.