You can consider whatever you want to in your load cases.

Thermal nozzle loads caused by piping are primarily due to the change from installation temperature to whatever temperature exists in the piping. That may or may not be max or min operating, since there may be upset, excursions, regeneration, steam-out or other conditions to consider.

Stress range may have nothing to do with nozzle loads, particularly in a system with both high and low temps. In a system with a single temperature path (say from installation to hot), the same calc may be used for stress range and nozzle loads. However, you can use the hot modulus for loads, but not for stress range.