According to wikipedia, in this scene Sean Connery and Louis Maxwell “filmed their lines separately and were not present together for the short scene”.
The scene is a bit awkward, and I can imagine they recorded their lines separately, but it does look as though there were both present, initially at least.
Doesn’t it?
There’s nothing to suggest that there’s a body double or a masked cut in that very first shot, where she walks alongside the car with him in the driver’s seat. The rest of the scene could have easily had them perform months apart, but that first shot definitely has both of them there.
But that last shot of Moneypenny looks like a process shot and not one taken on location.