I was re reading manga to find out how Nami and the others could have survived to Kaido’s devastating fire breath and the only answer was that Nami summoned Zeus or Zeus himself come out and protected all from Kaido’s attack.
Here is why this is highly probable.
Amongst those who were at Oden Castle there was no one strong enough to block Kaido’s fire breath.
Zeus is strong enough to at least shook someone as powerful as a Yonko because when Big Mom was chasing Luffy and crew, Nami directed Zeus’s attack towards her and the attack was powerful enough to stop Big Mom for a minute or two.
Zeus has a will of his own because unlike other Homies he possesses a part of Big Mom’s soul.
Now Zeus has became Nami’s slave and in order to continue eating tasty clouds Nami can produce, he will save her and crew.
The question is how he saved Nami and the others. Well, we know that Zeus can produce lighting and that he is a cloud.
The cloud when in certain conditions can also produce produce air current heavy enough to make a cyclone.
Since Kaido’s attack was a air breath attack, Zeus could have easily countered that.
After Zeus saved them, Nami must have casted a Mirage Tempo in order to hide themselves from Kaido.
Remember that Kaido was drunk so his Observation Haki could not have worked as it requires a lot of concentration.
*Theory by SAMINA