Update again.
On Tuesday I had the ML amplifier (£3,200+) changed by Lexus as they suspected it was faulty.
All OK on way home. Faulted out on an evening journey with exactly the same fault / symptoms. Has cut out again since. Let Lexus know it's still u/s, they are going to contact technical.
So, it's either something on the NX which is faulty (power supply to amp insufficient, cables, speakers, etc) or there is a design fault with every ML amp causing it to cut out at high volume.
I googled 'ML cutting out' and instantly found 5+ posts from other owners experiencing the same fault. If your ML system cuts out, please ask your Lexus dealer to contact Lexus UK about it.