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To be fair, Yuki and Ryoko are really close. It's no surprise that Ryoko suspected that something was off, even during the first day.
What "clinched" it was probably Nagato's "non-reaction" to Kyon *touching* her forehead. Normal Nagato would have freaked out. Post-hit Nagato was totally detached.
If you have a very close friend or very close siblings, you would notice sudden changes in their behavior.
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