Without looking at the other responses:

It seems to me like Arthur should receive a GPE-GRV while Nigma should receive a GPE-FtMGS. In this situation, I'd get permission from the head judge to rewind to the point where the Bolt of Keranos was illegally cast. This will also mean dealing with the scry. Arthur should shuffle his library, setting aside any known cards from things such as other scry triggers and replacing them after the shuffle.

Thanks to everyone for participating in this scenario - here's our solution:

Arthur has definitely committed a GPE:GRV by bolting Elspeth while Mr Nigma has hexproof (as per the Aegis) and will receive a warning. While some people did briefly argue that a Looking at Extra Cards infraction might also have been appropriate - it is not, and for the reasons discussed. The first point at which something has gone wrong is the casting of the Bolt targeting Mr Nigma - performing the scry (as per the resolution of the Bolt) does not earn Arthur a L@EC infraction.

Mr Nigma receives a warning for GPE:FTMGS – as he was not actively involved in the GRV committed by Arthur, but also failed to notice the error when it occurred.

Additionally, this situation can likely be rewound to just before the Bolt is cast. This would include (in order):

Confirming and retapping Mr Nigma's permanents to the state they started the turn in
Placing Elspeth back on the battlefield with 3 Loyalty counters on her
Accounting for any other cards whose position in the deck is known, shuffle the card that was scryed to the bottom into the random portion of Arthur's library
Put the Bolt back in Arthur's hand and untap the resources used to cast the Bolt

Play can now continue from here…

Again, thanks for participating - stay tuned for another scenario coming soon!