Hi
I did initially think that NMI wouldn't allow wake up from a low leakage mode since it is not in the list of low leakage wake-up sources:

But when I tried it it did work.
Then I noticed a note:

where it is indeed specified.
I don't know whether this is what you based your decision on but it is OK.
I have attached a FRDM-KL26Z binary to show it working:
1. On the Open SDA UART VCOM at 115200 Baud there is a menu.
Enter the menu item 4 (Administrator)
2. List the low power modes supported by the chip with "show_lp"
RUN = 0
WAIT = 1 [active]
STOP = 2
VLPR = 3
VLPS = 4
LLS = 5
VLLS0 = 6
VLLS1 = 7
VLLS3 = 8
3. Select whatever low power mode you want to check to set the system to it - eg. "set_lp 5" to put it to LLS
I this state the current consumption can be verified.
4. Press the SW1 button to wake up from the mode using LLWU port input method.
5. Repeat and apply a short '0' to the NMI pin to verify that it behaves the same.
Regards
Mark
Complete KL26 solutions, training and support:http://www.utasker.com/kinetis.html
Kinetis KL26:
http://www.utasker.com/kinetis/FRDM-KL26Z.html
http://www.utasker.com/kinetis/TEENSY_LC.html