Why'd Law run when he can shambles away? He literally uses shambles for everything. Hell, he was spamming it to dodge some wind slices that Killer can easily react to and parry away.
And visually speaking, Zoro didn't magically appear at places. Law and everyone can also appear by Zoro who was still on top of completely ravaged grounds- torn apart ground. If they were teleported to safety, the grounds would not be utterly on the place they teleported to. It's very much possible that they went back over to, you know, check on the guy who likely died trying to delay the projectile.
Again, I think that Law teleported them, as well. I think it's more likely outcome than not, but let's not deny the possibility of otherwise because nothing is confirmed in Manga, and should anime confirm it as Zoro taking full burn of it, then saying otherwise is being in pure denial.