I must have somehow ended it, but I enjoyed her HoW banters nonetheless.
I just finished playing through it all and I really, really enjoyed it. All the characters were well thought out and provocative in their own individual ways. It was rare that I remembered I was playing IWD and that there weren't ever interjections or banters in my previous playthroughs. Seamless! Thanks Kulyok. I would love to see one or two of them as BG2 mods. Teri and Severn would love Athkatla...
If you're romancing her, then after Chapter 3 you should have options like hugging her, or kissing her cheek, yes - until very late in the game, where you just have an option to say "I love you". These semi-flirts should be available to you even in HoW, I'd think. There are also some questions you can ask her, but the questions are strictly chapter-dependent, so they might not show in the expansion.
If no flirting options show, it might be because you've ended your relationship with Nella accidentally(or it's the game finale and you're back in the village of Easthaven romancing Teri). Check O#NellaMatch variable - if it's at 0, then you're not romancing.
I'm playing through HoW and notice that Nella hasnt said much to me, despite telling me she loved me just before it all kicked off in Easthaven, and I force-talked her to see and my options are back to what they were when we first met. Should the romance have carried over or does it not work? (I used my characters exported by the game at the end).