After the Massive Explosion
Immediately after she and her brother fell from Bart's hands, Nala did a partial transformation, where she could only change the area around her neck to above her waist because, with her current condition, she couldn't do the full transformation anymore. She protected Nash's body with her own body soon after.
This form also helped her not to take too much pain once she hit the ground, although indeed it was still painful considering they were flying pretty high previously.
The girl also set the prone position only a moment after she hit the ground and put her younger brother under her body because she knew that the massive explosion would still be too big not to harm those who were on the ground, even for Blake and Cole, who basically were pretty far away from the location of the explosion.
Curt also realized the same thing, so he immediately used Invisible Mode to protect himself from the explosion right after he found out about what Nala did to Bart.