I can't determine where the "Wild West" photo was taken. Does it have any identifying marks?
Do you have any of Nils' letters with a postmark from a city, or perhaps a return address? Do you think he lived in New York at the time he worked for the ship line?
Can you narrow down a time-frame he lived in the U.S. for example: the family received letters from the 1940s through 1960s, that kind of thing).
Does the family know whether he married?