That's basically it Usagitempura. The witch's thesis is that Kanon magically disappeared.
Erika was pretty sure Kanon had to be inside the guestroom.
What we need to understand is how Kanon could disappear from the room. We have two different theories that can work, but none of them can be used to solve every other closed room so far. So either Ryuukishi was imprecise in his statements or there is another answer.
There is also Battler's comment "is this even mystery? Those people will complain" (something like that) so we need to expect something ridiculous.
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"Kanon doesn't exist in the guestroom because there is no guestroom anymore" is a pretty dirty trick itself, but I guess it's the same logic...
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The time was stopped so you can't explain it with the final explosion. Plus would it even be all right to say that the guestroom didn't exist anymore and the chainlock is set at the same time?