That reminds of that stupid manga (i don't mind readin' tho) called Fairy Appendage, which showed that crystals can absorb magic power. Is that accepted worldwide already, just that I didn't know about it?
About Curly's Nem, your(Alex) theory cannot be accepted since you only see her with Nem when you are heading for the Best Ending, and that makes her skip the whole EC and OW part, right to the Plantation she goes(how though?). And that makes further less sense if you brought Mr. Little along with you (for the sake of that alteration to the ending).
Thus, I'd say she probably just FOUND it somewhere along her way to the Grounds (however she managed to).
Or the "Ctulthu" guy or whatever he is, I'd probably call him "worm guy" probably gave her the Nem because she didn't have any weapons on her as she lost it to the tide.
Or probably she had it with her from the start, but didn't use em because it's probably something precious to her, maybe her creator gave it to her as a bathtime toy (at lvl 3, and I don't really know the concept of rubber duckies, so pardon me), and so she didn't use it at the post-Labyrinth section (or was it still Labyrinth?) but just cannot use other weapons in Grounds since they're's too weak(Polar Star) or disrupting(lvl 3 MG).
There goes my stupidly semi-epic opinion post.