You do not need to display the special nsis license in a regular installer (except that your installer includes the nsis source code, I think)
All but the compression of bzip2 and lzma is ZLIB / PNG, and it is a very open and pleasant license (this includes the contents of the wiki, unless otherwise specified, IIRC). If you are not distributing modified versions to nsis, you probably have nothing to worry about. (And, of course, IANAL and TINLA)
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