Third type conditional

[Alan]

All 3rd conditionals are, by definition, counterfactual.

I see no problem interpreting this sentence: the first coordinate clause directly asserts our lack of knowledge as to whether they in fact left the building, whilst the subsequent conditional matrix indirectly asserts merely that they were not told to do so (whilst imagining the consequences of the reverse situation).

Naturally, one assumes that they may still have left the building even without being instructed to do so (i.e. for some other reason), and so the situation is simply left unresolved.