I don't know how good the video footage was 20 years ago, but I wouldn't be surprised if SP's just didn't get caught by camera/video going into or out of the building(s). That doesn't mean she wasn't there when the attacks happened.
And, just because SP's remains/identifying papers have never been found @ the WTC doesn't mean she didn't die there. As of September 2021, there are still at least 1,106 people that are unaccounted for....and it sounds like they're fairly certain they were in the building(s) when they were attacked. It's evident that the WTC got a lot of foot traffic on any given day. I.e., not just the people who worked there, but also people who went there on business, tourists, people who went to the restaurant for meals, etc. So, that count may even be higher than 1,106.
When I was watching one of the many 9/11 documentaries recently, one of the many firemen at the scene was being interviewed. And, he noted that when they going through the WTC rubble, he was amazed that there were almost no traces of desks/computers/furniture, etc. So, presumably most of it got destroyed/incinerated?! by the blast(s). So, taking that one step further - I strongly suspect that the remains of many people who were in the WTC when the planes hit may never be found.
‘Reopening Old Wounds’: When 9/11 Remains Are Identified, 20 Years Later