First, have they verified that they CAN drop off the car at the CCC after hours? If they can, then since the office will be closed, they'll need to either arrange in advance for a taxi to pick them up or they'll have to have the phone number for one and call.
But it may not be possible, what with nobody there to even verify that/when the car was returned. Have they checked the pricing on returning it to the Dolphin? While the rental counter closes at 4, rental cars can be left (checked in) with the Dolphin's Valet service.