Assuming you have your facts correct on that (a very big assumption) let's look at it logically:

If the nurse is lying that means that an elementary school nurse is on this impossibly huge conspiracy.

If the police are lying (or maybe just wrong) then they didn't actually secure the building right away and missed the women hiding in the closet.

Where does Occam's Razor leave you on this one? Furthermore, neither "lie" would make any sense at all in establishing a fake story for a conspiracy.