This was a great series, though it feels like it should have been... Longer at times. Nevertheless, this has made it to my list of favorite anime, along with pmmm, kill la kill and gurren lagann.
Mimi escapes without Cocona's father knowing she's pregnant and Papikana joins her. People seem to be drawing things from this period of time. I don't remember any hint of them being inside Pure Illusion while they were on the run, though, which is pretty much the only way it could've happened.