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It's a messy situation for the national body, which would prefer some indication of Nelsen's plans around the remainder of his playing future and has led some to question the importance Nelsen puts on the All Whites jersey.
The 35-year-old remains a Queens Park Rangers player in the meantime and has flown back to London from Toronto where he was introduced as coach. He is due to play against his old club Tottenham Hotspur this weekend.
All Whites coach Ricki Herbert tried to get in touch with Nelsen today without success.
The situation highlights a curious relationship between Herbert and Nelsen. They get on reasonably well but are not close.
Nelsen didn't mention Herbert in a list of "influential" coaches he had played under and hasn't always agreed with Herbert's methods and tactics.
Herbert has previously been upset at Nelsen's regular unavailability for New Zealand - he's played 49 internationals since his debut in 1999 - and it will have rankled Herbert that Nelsen has been painted as the architect of the All Whites' success at the 2010 World Cup.
Nelsen hasn't done himself any favours by not getting in touch with NZF - he said he hadn't had the chance to do it but will talk to them "very soon" - but the uncertainty isn't helped by the fact even he doesn't appear to know what he's doing.
It has been a whirlwind last few days and he doesn't know when he will finish up with QPR, who he is contracted to until June 30, and start at Toronto, who begin their MLS campaign in early March.
QPR play their last game on May 19 but Nelsen is hopeful he will secure a release sooner. He is also mindful, however, of the financial implications if QPR were relegated from the Premier League and doesn't want to leave manager Harry Redknapp and owner Tony Fernandes in the lurch.
"They understand that when I play I am playing on glass knees and glass ankles," Nelsen said at his unveiling today. "It is a bit of a struggle. They know I am at the end but they also know the predicament they are in. Dropping out [of] the Premier League has major financial implications, so I have an obligation.
"I really want QPR to stay up and to kick on for Harry and because of the owner. They are just fantastic people. They would like me to keep playing but we have to sit down and talk. If we can get five straight wins, that'd be perfect. I think then we could shake hands [and part company] but we are just going to have to talk and see how things progress."
It's all NZF and Herbert can do in the meantime.
They remain hopeful Nelsen will play for the All Whites in their final Oceania World Cup qualifiers in March but know that when he finishes with QPR his playing career will end. A player-coach role was never an option at Toronto.
"Until he says he's retired we are hopeful," NZF high performance manager Fred de Jong said. "There's a possibility that door is still open and, until he slams it, it could work for us. But when you look at the schedule of the MLS, it looks difficult.
"It's always nicer to deal with absolutes and we knew where we stood but he's working through a whole bunch of stuff and when he knows he will let us know."