In my opinion, the differences you hear are almost certainly due to a difference in signal path somewhere in your system between how you monitor in Nuendo and how you monitor outside of Nuendo. You seem to be proving this in your tests.
What audio interface are you using? How is it connected to your loudpeaker monitoring system?
When you monitor in Wavelab, are you using the exact same audio hardware and channel configuration as you use in Nuendo? and is the Wavelab master fader set to 0dB?
Probably due to some of the channels using plug-ins or VST instruments which intentionally vary elements in their outputs. What do the channels in your mix contain?
For more clues check this: