User blog comment:Yoloswagyoloblazeit420/Annie wasn't with Bert, Riener and Marcel in the manga/@comment-10733658-20140202053050

There's a lot we don't know yet about the Mountain Trio, though general consensus seems to be:

1. Marcel/Berwick was either a 4th member or Annie was his replacement. Considering his death appears to have happened close to Wall Maria, it's likely the first. As such, there's a few possibilities -- Annie may have either been away from the group at the time or simply further away when the attack happened and therefore out of frame. (As the primary flashback happens BEFORE the reveal.) It's also possible that she traveled to the Wall solo and met up with them afterwards, but less likely since that would overly complicate their plan.

2. We're not really sure how they got there, though from the flashback it seems they did at least some of it completely on foot in human form. If I had to guess, they probably did some of the journey in Titan form to cover a long distance faster and safer. But hopefully, we'll eventually get these things answered and see how a couple of 11-12 year olds managed to cross Titan territory to Wall Maria.