Just ran into this with the latest GOG version (4.1.85.5707, a.k.a. HF4) on Windows 10 (also had the same issue on GOG prior version (a.k.a. HF3) on OS X). I didn't notice who Nadira talked to first, but I started the conversation with my main character (under
guidance of course

). Quicksave ZIP before the conversation is available on
this Dropbox link.
Party order (if it matters): Main Character, Shadowheart, Astarion, Gale.
Dialogue options selected (Main Character with
guidance talking to Nadira):
- 2. I've been to Avernus, but I'm no devil's servant.
- 2. [PERSUASION] A mind flayer abducted me, and its ship went straight to Avernus. (Target DC=1 with guidance; passed; also passed [INTELLIGENCE](Arcana) check about Soul Coins).
Then conversation repeats after I received the Soul Coin, but this time it's Gale talking to Nadira (Target DC for #2 above is 4, no
guidance; passed). Now she noticed she doesn't have the coin and complains about being pick pocketed.
Note that when I ALT+TAB out to write this with the details, if I'm at the dice roll selection, when I ALT+TAB out the die was rolled for me (I can hear it roll and her start talking while I'm writing the descriptions above

).