I don't pvp so I haven't really done much research into proc sets but isn't it just damage and damage type that wont proc other sets?
So the immobilize from nun will proc hroth, but your character needs to initialize the frost damage with an actual skill to proc nun.
Most item sets don't proc other item sets
One example being Hrothgar's Chill, which can proc on a stun, root, or disable- and this deals frost damage. This does not proc Nunatak whose conditions are to have frost damage dealt
However, Nunatak will proc Hrothgar's Chill once the root effect goes off.
TLDR: Hrothgar doesn't proc Nunatak, but Nunatak procs Hrothgar