What? Could Nicholas be immune to night actions? I suppose I can understand a townie being immune to kills or blocks or something, but they definitely would have been informed of their immunity at the start of the ordeal. Also, no innocent would need to be immune to investigation. I, much like Gordon, remember a Batman comic I once read in which a dashingly handsome, bald investigator attempted to investigate a certain mask-obsessed mob boss but was unable to get a result. The criminals lynched that mob boss, and, lo and behold, he was an agent.
I've been rather suspicious of Nicholas for a couple of days now, but there's been nothing remarkable in his behavior. He stays fairly active, yet never very helpful, and a lot of his posts consist of discreetly pointing fingers at others.
Also, he might have actually been telling the truth about his protector action (except of the weak doctor part), because sometimes scum teams have protectors/bodyguards. It would be in Nicholas' best interests to get an in with the townies, but lying about an action would look really bad if he was tracked or something. I'd put money on Nicholas being the cultist protector.