Thanks for replying. Yeah, that’s the one I was looking at. I was expecting that the file might not be there since the instructions said that, but the directories were missing also, which is what got me confused. It could be helpful to update those instructions for people in the future.
I solved this by creating the $HOME/.nx/config directories and then creating the authorized.crt file myself, adding the key in there after converting it to a plain openSSH key and setting the file permissions to 0600 on authorized.crt.