What are Nu?
Quiet Species / Entity Connection
The Nu are a species evolved from 65000000 B.C. onward; they mostly stayed in the shadows until the creation of Zeal, when they went with the people of Zeal to live in the pristine environment in the sky. In the modern era, apparently as time wore on with deforestation and urbanization, they became increasingly less visible. Some have postulated that they are the eyes and ears of the Entity. Belthasar probably constructed his compatriot, since the Retranslation proves that it's clearly a robot, and constructing such a thing is within Belthasar's talents.
Since Nu only appear in the eras designated the Entity for Crono's use, as do the Gurus from the Ocean Palace Incident, perhaps Nu are a creation of Zeal. Under this theory, many were scattered during the fall of Zeal or Ocean Palace Incident, appearing across time. This theory also accounts for how Belthasar can program his Nu, as it establishes that they are created beings and not independent sentients. Nonetheless, we never see Nu gated to other eras in the game. One exception is the one in 65000000 B.C. at the Laruba ruins, who carries the SilverRock (as the rocks themselves were probably engineered in Zeal).
This theory is put in check by the fact that a primitive Nu exists in 65,000,000 B.C., suggesting that Nu evolved in cognitive ability just as humans did. Still, this might have just been a quirk of the developers, who wrote the Nu's speech to match that of the other residents of prehistory.
Thanks to Kanadyets
From: Theory (People)