Either Kyouko screams so loud Kogasa and Kisume heard it despite being swept away (possible) or she screams so loud that the fourth wall is broken and Kogasa and Kisume in the "speech" bubble was startled (also possible!).
Kyouko was swept away first. Kogasa and Kisume are likely being swept towards her. Not that they'd have to get closer to hear. I'm sure people could hear this all the way to the surface.
Either Kyouko screams so loud Kogasa and Kisume heard it despite being swept away (possible) or she screams so loud that the fourth wall is broken and Kogasa and Kisume in the "speech" bubble was startled (also possible!).
Ha! I'd assumed the first but you're quite right, the second is definitely possible!