It's simple.

The first time Prue and Piper are attacked by Shax, Phoebe is at home and she calls for Leo, if I'n not mistaken.
But the second time Prue and Piper are attacked, she is in the underworld with Cole and Leo, and cannot warn her sisters for the attack of Shax.

It has been a while that I saw this episode, but I believe this was it. The attack was twice the same, only Phoeve wss there the first time, and the second time she wasn't.

when piper and leo were in the underworld trying to turn back time so they werent exposed anymore to the poblic . i dont remember it that much, but suddenly piper got shot that came from outside and prue saw it. the person who shot piper was that lady who said she was one of them and wanted to joined thier coven. they kicked her out of the house and that made her mad(and probably a little crazy) prue tried to get piper to the hospital fast on her own. she wasnt able to call leo cause he was in the underworld still. piper died in the hospital in front of prue. leo saw piper dead and pheobe wanted to turn back time to save the charm ones. and they did. but in order to do that she had to stay there till it was done. pheobe is still good, cole was now and outcast to the underworld. pheobe was tricked by the source of all evil so he could destroy the charmed ones.
just watch the episode to know more so i dont hav to explain it anymore.