There is no reason to believe that Graendal told Aran'gar where her lair is (she didn't do it till TGS, prologue). Except for exchanging informations and probably not fighting each other, Graendal and Aran'gar are hardly working together. Nothing suggests that Graendal would suddenly trust Aran'gar that much to tell her where Graendal's lair is, let alone offer Aran'gar and Delana to live there.

The scene was cleverly written by using the mechanics of balefire and Compulsion to explain how Rand managed to outsmart Graendal with brute force. This was only possible, because Nynaeve found Graendal's trail in time. It would be completely unlike RJ, if his hero Rand was actually unable to kill Graendal and would seem like an idiot in retrospective, just to still have Graendal around in the story to deal with her some time later. This was the perfect death scene for Graendal.