NATO has no reason to change anything at this point. They can drain Russian resources and weaken it by sending money and equipment to Ukraine. I don't think anyone sees Zelensky as anything other than a useful prop, and Zelensky probably realizes that as long as he plays his part 'correctly', the money and equipment will keep flowing and he will probably keep his position whenever the war ends.
As for nukes, it really depends on how fatalistic Putin or Russia is. There is not, in my opinion, any outcome of the use of nukes that does not hurt Russia significantly. Whether it is direct war, economic war, or some combination of the two, there is no scenario that ends with Russia as a winner. If they can hold the territory they have gained, they might be able to force peace negotiations after a long enough time, so that even NATO countries would twist Zelensky's arm and demand he accept. So for Putin, there is only one realistic option, which is to win the war.
For Russia, there is one additional option- get rid of Putin and see what kind of deal they can get.