I admit I don't know anything about NX. I'll give this a shot though.
Was an NX specific user created in your /home directory? Maybe there is a .bashrc that needs to be modified there.
Are there NX configuration files in /etc that might let you provide environment variables?
Have you tried adding in your variables to a file that is applied to all accounts automatically like /etc/bashrc or /etc/bash.bashrc or /etc/profile?