Noticed something, now I am rotating this in my brain.
[Image ID: A screenshot from Detectives United: Origins. Richard Gray is speaking, and his dialogue is in a text box at the bottom. There is a wall next to Richard, and Dorian Brown sits in the back of the room. End ID]
Now, if we look to the wall to the side of Richard:
[Image ID: A zoomed-in portion of the previous screenshot. It shows a dartboard. Underneath are scores from James and Brown. Brown is winning. The scores are circled in light purple. There are no darts on the board. End ID]
So I didn't take a screenshot of it, but the scores are, of course, not there when that Anna segment of the game starts.
This shows us that life goes on, even while Anna's in the past. Details from other games imply that James and Dorian can remember things from the timelines that Anna undoes.
And then, of course, there is this scene from Detectives United: Timeless Voyage.
[Image ID: A screenshot from Detectives United: Timeless Voyage. James and Dorian are tied up next to each other. A bomb is visible to the side. Anna's dialogue is at the bottom of the screen, and she is saying "Give me a second! My hands are tied!". End ID]
...So. It's shown in a moment, during the next minigame, that the bomb is close to blowing up.
Add to that the fact that time continues to progress while Anna is in the past, and the fact that James and Dorian may or may not remember the other timelines...
There is 100% a timeline where Dorian and James get blown up by the bomb, and given the laws of the world there is a distinct possibility that they remember blowing up.