From the Robert Jordan newsgroup (not my own words):

During the Tower Coup, Siuan's Warder gets killed. She doesn't notice until she sees his dead body. (TSR: 47, The Trust of a
Viewing, 531, from Michael Hanneman)

This cannot be because she was shielded, because, in LOC, Cabriana and her warder are being tortured by Semirhage in
different rooms. Cabriana is shielded, but she still feels it when her warder dies. (Lars Kremers)

The consensus has come down to three possibilities:

Jordan screwed up.
Being shielded interferes with the bond.
Siuan was distracted.

IMHO, this last is refuted because Jordan gives a different explanation (LoC, 30, To Heal Again, 427): Siuan was distracted
by other things going on at that moment. "Alric, her Warder. Her dead Warder, murdered when Elaida deposed her. She could
lie -- the Three Oaths were still gone -- but some part of her bond to Alric, a bond flesh to flesh and mind to mind, had been
resurrected. The pain of his death, the pain first masked by the shock of what Elaida intended and then buried by stilling, that
pain filled her to the brim."

It seems to me that there is no choice but to accept this statement. Whether one believes that Jordan meant this all the time, or
that this is just an after-the-fact rationalization of a mistake, seems to me to be a matter of personal opinion, and should not
affect how we think the story will go.