I no longer have the broken .nxs file and since getting it to work I can no longer repeat problem. I suspect that both Antix and NoMachine are innocent and that it may have something to do with my router (Asus RT-N66U) as shortly after getting it to work I had a router firmware upgrade and never saw the problem again.
SOLVED: I copied the WAN client connection file from the client host (in this case Linux Mint 18.1) to the USB instillation of antiX. Then booted into antiX and moved the file to the same directory as the working local client connections on the USB. Selecting it from the “Browse Connections” option in the NoMachine client utility it connected without issue. I then saved everything re-booted and it still worked.
This needs further testing with other machines and in other places to establish if the client file is indeed portable but it would appear that if a connection file can be generated then antiX behaves as you would expect.
If anyone can explain what is going on it would be helpful.