I was thinking that nmake is invoked by the cmake plugin.
Only if you add a 'Run build tool' (sub-)step to the cmake plugin.
Your log shows that cmake finds the compiler. It's unclear, why cmake does not set the absolute path for nmake, at least it does so for the Mingw, MSYS, Makefiles and ninja generators. At least for the ninja generator, cmake will complain and fail at generation time, if it cannot find the ninja tool. (Did not test that with other generators.)
Your set-build-env.bat script sets SHELL environment variables. AFAIK, these are visible to the invoked shell only, but not by the calling process (jenkins-slave.exe).
Try to replace the 'Use builders from another project' build step by an Invoke Shell step that prints the SHELL environment variables to diagnose that.