I think you'd better re-check the Nu article (uh, there is one, right? I forget...)...I think most people believe one or two theories regarding them...One is that Nus are a biologically created, perhaps they're androids, but I think a lot of people just assume that Belthasar's was the only android or robot version because of the sleep button and such...one thing that makes this theory not exactly pan out for ALL of the Nus is their ability to replicate, which is also assumed that all of them have instead of just the one in...uh, Enhansa?
Also, it's assumed (possibly only by me...I no longer remember when last the Nu thread was posted in) that the Nu trapped in the sealed pyramid is Belthasar's Nu and since it seems to have the ability to travel through time, I think it's possible that the Nus were originally his test subjects for time travel and that that's how the Nu came to be in the Hunting Range & later in Ioka (might be the same since, I think, the one in the range no longer appears at that point).