Gosh, I don't know . . . they couldn't possibly have gone up there to take shelter in the Pergola.
Since the Grassy Knoll / Picket Fence / Pergola was the closest possible shooting position to the Z-313 head shot, they must have gone up there (like so many other people) to try to catch the evil, evil, evil CIA sniper!
How about we do Not play the Shoulda/Woulda game? That's why this case remains Unsolved after 61+ yrs. The Alleged Mr Hester got up from the ground and immediately appears to look out a Pergola Window into the Railroad yard. Now, we see these 3 Women who were originally watching the Motorcade from the (N) Curb walking Easterly across and Down the Knoll. After witnessing the Kill Shot and the hectic aftermath, what drew them up there? What/Who did they see as they walked to and fro from the Pergola area? Time stamping them on these films is Important. If that is Darnell in the suit running across the Knoll on the color film footage, this would be awhile after the Kill Shot. Darnell did film Roger Craig back in the train yard, and Craig was back inside the train yard quickly.