Using the latest version of Nintex Forms on Office 365, it appears to be impossible to actually select the SITE that contains the lookup list.
I click on the browse button and I get a non-scrollable form that runs off the bottom of the page, even zooming right out and expanding over 2 large screens, there is no way that a non-scrollable list will show the 800+ sites we have. Any enter/cancel buttons are also off the bottom of the form and there doesn't appear to be a default so even selecting a site at the top of the list and pressing enter appears to do nothing.
I've tried entering the site name manually - it explicitly states that you should enter the site URL but clearly this is incorrect as well since doing so returns an error "Loading the available lists failed. Please check the URL you have provided is a valid URL within the current site collection". So I'm guessing that the URL required is some internal URL.
I've not been using Nintex long but I'm already starting to find some serious user interface issues that is concerning me and making me doubt that it can be deployed for wider adoption.
So for us, the List Lookup control appears to be unusable.