Problem
For the Nintex Form for SharePoint OnPremise (2013, 2016, 2019), the List Lookup control does not return any values when the List source has more than 5,000 items.
This also does not work even using a View Source List with Filter so the View returns less than 5,000 items.This is a limitation of SharePoint, therefore we can't change or alter this default SharePoint behavior.
Solution
The possible solution is to decrease the List Source item to less than 5,000 or change the threshold setting from Central Administration to allow more than 5,000 items.
