They headed home

Heading into Sanctuary Hills, Nate and Nora returned to what had once been their well-appointed home. Now, it was a ruin like any other house in the neighborhood.

Codsworth, the Mr. Handy who had been serving as the family's butler, had somehow remained operational over the long years since the war. Approaching him, the couple learned a little what had become of the world, before explaining their predicament to him.

After a brief and fruitless search for Shaun in the abandoned houses, Codsworth advised that they head for Concord, where there were survivors, perhaps one among them who had seen the bald man and Shaun.

Stopping only to bandage Nate's wound, the couple resolved to set out while there was still daylight.