Clip gain from PT to N5 will only translate when it’s with +12db or less. If the PT clip gain level is above that, it will render a new audiofile and reset the clip gain to zero. No special settings, though I to check “import all media” in the nuendo import dialog.
For clips that are over +12db ( and it’s a super pain in the ass to find them, so just don’t do it) You can move them to a new track, the lower all of them by a uniform amount, like 20db or something. then +20 them when you get to nuendo and move them back in to place.
I don’t know of a way to get interleved stereo files out of either. I keep that box unchecked in PT for now since it’s not compatible with lower versions of PT either.