You might consider looking at RFC 2822, which just came out recently
and which has (mostly) replaced RFC 822. (Mostly because RFC 822 is a
Standard and RFC 2822 is still a Proposed Standard.) In general,
including NUL characters or bare CR or LF characters in a header is
not going to work with most mail software.
To be fair, RFC 2822 says that obsolete contructs MUST be accepted and
parsed by a conformant receiver, and maybe nmh is not a conformant
receiver because it doesn't handle such things, but in practice there
are a lot of non-conforming receivers in that respect.