It was reported on 3 News tonight that Ms Clyma usually climbed with her husband but she was not with him on the fatal expedition.
The Invercargill woman learned to climb at Otago University and had been with Mr Payne, conquering peaks around the world, for 26 years.
Her family in New Zealand told 3 News they were thankful she was still alive, and a close friend said Ms Clyma was being supported by friends.
"They're based in Switzerland. The guiding community over there is pretty strong ... she's got a lot of friends helping her out.''
The BBC reported British Mountaineering Council chief executive Dave Turnbull as saying the mountaineering world was "shocked and saddened'' to learn of Mr Payne's death.
"Roger was one of the UK's most enthusiastic and respected climbers with a track record of alpine and Himalayan mountaineering stretching back to the 1980s,'' Mr Turnbull said.
"Our thoughts are with Roger's friends and family - in particular his wife, Julie-Ann.''
French authorities have described the avalanche as "the most deadly'' in recent years, the BBC reported.
Police said there was no-one still missing after the avalanche. Four climbers who were reported missing were later accounted for.
Dave Compton, a British climber who was feared missing in the immediate aftermath of the avalanche, said he and his climbing partner were half an hour behind the group but turned back to Chamonix after seeing the treacherous conditions.
Speaking of his shock at the deaths, he added: "If you spend time in the mountains you expect things like this, but not so close.''
