I'm coming back to this thread to post what I found out in the meantime.
The 0-255 files on nx1/nx500 are odd. At least on nx500, since that's all I have. Yes, they are flagged as fullrange, but not in the correct way I think. It's basically like having a 16-235 played back as 0-255, so it is indeed blackcrashed. My current guess is that no decoder currently actually looks for any flags, it is all default to 16-235.
Now the funny thing is, I said files look the same played back as in premiere imported. And it's true. But that's because the playback is crushed too, in VLC, or mphc. I just didn't realize it until now.
So basically so many people having problems with playback and encoding was actually to their benefit, because by some lucky coincidence ffmpeg converts 0-255 with a pc>tv level conversion by default.
I can't yet find a way to properly play it back yet. Selecting 16-235 output in LAV doesn't change anything, it's confusing, there is something I don't understand here. But I will find a way.
Also importing directly in premiere shows the footage crushed as on playback, but can be recovered for some reason with highlight/HDR white, contrast etc, but not sure it can be made to the exact same look.
So for people who want to use lossless footage before grading do a ffms or dss2 in avisynth and absolutely add a ColorYUV(levels="PC->TV"), or else you get a permanently crushed lossless file.
EDIT after some more trying around: the only way I find currently to playback correctly is to use madvr renderer. EVR definitely is crushed, and so are all the other renderers. I think madvr is the only one that has source range detection. Press ctrl+j and you can see that it says: fullrange(says upstream). For blurays etc it is detected as limited range and they are also displayed correctly of course.
But it's still odd to me that ffms2 decodes it crushed as well considering it detects correctly it's fullrange.
More EDIT: in VLC, unchecking the option use hardware YUV>RGB conversions solves the problem. So it may be somewhat related to video card as well (I have nvidia)? BTW, range is correct with that setting even on other 16-235 clips.
Also, unrelated, using NVIDIA cuvid in lav decoding options is the best speed for my card (gtx 970 which has the so called hybrid accelerated decoding) with about 30% cpu usage vs the 35 of DXVA2 and 70% of pure software (none).
So the conclusion for now is to absolutely not use 0-255 if you have an nx1, I seriously doubt you actually get any benefit, besides the massive headache of handling it properly.
And what do you suggest for the NX500? There is no 0-255 option in camera.