We reproduced lagging problems with Spotify application and we are sure that it’s not a NoMachine issue. We think also that warnings you mentioned are also unrelated.
We noticed that the desktop Spotify on a few machines occasionally causes little lags during connection but the same problems occurs without using NoMachine.
We advise you to try the web version of Spotify as it works without problems.
We suggest you to contact with Spotify https://community.spotify.com/, because some Spotify users has similar problems with desktop application, while Web Player is fine.