As far as I'm now aware just three known Jedi are still alive at the time of Rebels. Obi-Wan, Yoda and Kanan. The Jocasta Nu thing escaped my attention until now or I'd forgotten about her survival of Order 66, but either way it would sort of make sense that an elderly Jedi librarian who'd more or less sworn off using her lightsaber by the time of AOTC could disappear more effectively and blend into the background of the new galactic order more easily than a warrior prone to ignite their own weapon at the first sign of danger.
Though very powerful in the Force Jocasta may have had a smaller and less proiminent Force "signature" than most other members of the Jedi Order due to leading an almost pacifistic life as the head archivist and librarian of the ancient Jedi records. She could well have slipped away from the Jedi Temple carrying important holocrons and other records with her as Anakin/Vader and his Clone Troopers were launching their massacre.