Careful research suggests that Fernando Sor was probably the only one on your list who consistently played without nails. Or ...who was vocal in promoting the nail-less technique. Sor was also an accomplished pianist so it stands to reason he would not condone nail use...obviously used by some Renaissance lute players Dowland spoke out against the harsh tone But they were used with some of the large single strung continuo lutes like the theorbo and Baroque guitarist Corbetta, I believe it was, spoke/wrote about cancelling a concert because of a broken nail. The main down side of nail use on the lute, 18th and 19th century guitar is that they wear the gut strings quickly, therefore a good supply of strings was needed. An issue that may have put Mertz in a tight spot when he was accused of smuggling guitar strings when border guards noticed that he had a suitcase full.

The 19th century right hand technique was somewhat different from contemporary technique so the "horses hoof" nails we often see these days was probably not practical. The long nails are also a hindrance for the flush fingerboard instruments as the strings are closer to the soundboard. less of a hinderance as the raised fingerboard was introduced. There are some scholars who suggest that the move to a raised fingerboard was partially due to guitarists using nails. However, a relatively short nail was probably the most common. In fact looking at the music written by Giuliani, Legnani, Mertz and the others it becomes clear that nails must have been pretty much of a necessity for the virtuosic speed these performers were said to have.

Classical harpists don't use nails nowadays but they definitely did in Carolan's time (they do in Paraguay nowadays but that might be guitar influence rather than the other way around). There is a theory that the whole switch from plectrum to finger plucking the lute at the end of the middle ages was copying harp technique.

I am genuinely curious as to how "nails" or "no nails" might change the interpretation? Carcassi's "tremolo" was p-i-m-i, and the others too, as far as I know. I think Julian Arcas given credit for the p-i-m-a. I can't imagine Tarrega giving up playing Recuerdos de la Alhambra when he went to no nails later in life. I can't find any information on Giuliani or Legnani, etc. regarding nails so far, but will keep trying.