Thing is, even though we don't know for certain whether the nanny is still life-in, her blue car is constantly in the driveway, Alessia went up to the old nursery and asked whether Zoé was home a couple of months ago, the kids wrote Zoé on the windows very recently, but even IF she's taking up that one room, there are still two (2 and 1/2 as the guest bedroom doesn't have doors but has two rooms) free for Emilia and Eduardo. Yes, they're on a different level, but we all know they don't care about the kids falling down stairs at night as there is NO baby gate at the top of the stairs even after they moved Alessia and now Andrea into beds where they can get up in the middle of the night and attempt to go down the stairs in the dark. They could easily put night lights on the stairs and create not only two beautiful bedrooms for Eduardo and Emilia to get a good nights sleep, not have to sneak into their beds, but also two rooms where they can play in peace, have some privacy and have their own desks and do schoolwork now that they're both in school.
To me, this leaves only one reason for them to have to share their rooms and jeopardise not only their mental but also their physical health and this reason is corroborated by a pattern we see almost daily: The older kids have to mind the younger ones when the nanny isn't available.