Quite clearly Kim watches the old abysmal DVDs and not the new restoration. During some of the previous episodes I have been wondering why she skips over some scenes but now that she wondered why Nellie is suddenly at the Ingalls' it's clear. What's the point of making a podcast if you're only using a botched up version anyway?
Anyway, the reason why Nellie was there is that Nels gave her an ultimatum: either the strap or go and apologize Anna. He told Nellie to ask Laura where Anna lives.