With NoMachine for Mac it’s not possible to have two users connect to a remote host: one on the physical console and another via NoMachine.
This is because NoMachine doesn’t currently support virtual sessions on Mac. It’s not related to how you’ve set up your sandbox. There are things that are trivial to do on Linux that are not as easy on OSX, especially when you are dealing with an OS where what you can do and what you cannot do is written in the EULA. But it is definitely something we would like to have as a feature in the future.