You do need a “Plan B” in case you do not get accepted to Duke at all. The NROTC does allow you to transfer your scholarship to another university. The problem is that every NROTC college has a cap on the number of scholarships allowed, and thus the most popular schools fill the quickest. So, by the time you find out whether Duke has admitted you, most of the best schools have filled their slots.
The colleges that you have applied to are quite popular and well known. All of them might have all of their slots taken. I hope that you applied to some others. U.Rochester is right down the road from you. Luckily UR is not as well known as the schools you have mentioned (plus it provides free room and board to ROTC scholarship students). Purdue has rolling admissions. So you might consider it. You definitely should get accepted, but it is a well known school which could be full too. As a safety measure, take a look at NROTC colleges with rolling admissions, or one with deadlines which have not yet closed. You might need to submit a couple more applications.
http://www.nrotc.navy.mil/colleges_nrotc_unitsXP3.aspx
In short, you need to be prepared for a shock – NROTC might tell you that some place like the University of New Mexico is all that is available. Actually, if you do not get into Duke, NROTC probably will tell you what is available and where they are willing to send you. Last year, one scholarship recipient was unable to get into Berkeley, and the Navy offered him Rutgers – which he turned down and his parents paid nearly full tuition to a private college.