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IMO, for typical snow covered roads just let your NX do its own thing. I would only resort to Trail mode if experiencing very difficult traction situations that the vehicle is having a hard time dealing with (like getting stuck) or turning off the traction control is another option for getting thru the extra deep stuff. Trail mode is not really meant for continuous use during street driving, it can increase brake wear and cause component overheating especially if you are driving aggressively on snow covered roads with a lot of stop and go because you'll effectively be driving with your brakes on to suppress the extra wheel spin. If your NX can move forward decently enough within the scope of the normal traction control, that's what you want.
It is an interesting question indeed. The manual has no info, and the roller videos show more wheelspin allowed with trail mode, but also more brake biased differential action. To be honest, I've not found a good solution to deep snow either. Traction control "off" only reduces interference by about 25%, but you still can't keep the wheels moving when the snow gets deep. I found trail mode made absolutely no difference at any usable deep snow speed. What percent of the NX total world wide mileage is in these conditions? HA!
All the car makers do this to cut down warranty claims on abused cars. A 3rd party tune would be the only way to get rid of this. I've done this to some of my more popular cars, but I haven't looked for Toyota tuners yet, and probably won't bother.
Toyota and Lexus Join Mille Miglia For The First Time
Slideshow: A five-car lineup spanning more than five decades of Toyota performance and engineering will tackle one of Italy's most celebrated automotive routes.