My thoughts run as such: Nate said whatever he thought he could throw out to try and betray Lori into a facial or verbal reaction, and thus misspoke in a hurry.
Or, maybe Nate thinks that the silent actual (grand)mother Cox, whom I know we can't sleuth, is involved in hiding the kids. (IMO, JMO, MOO)
One thing I wouldn't make the mistake of doing, is assuming that just because Chad and Lori are nonchalant on the topic, or living in the lap of luxury vs. a bunker, means anything vis-a-vis whether or not JJ and Tylee are still alive. What about JJ's missing meds and service dog? Or Lori's niece Melanie, quoted as not giving a dang if she basically never gets custody of her own kids either? I'd love to be wrong, of course.
But if there is a solution/answer to "where are the alive kids" in this case, it will, IMO, center around "the individuals who cannot be sleuthed", whomever that may be. Because we've turned over all the MSM stones on everyone that we know of attached to the Daybell/Vallow/Cox families.