I would suggest the 3rd build: "{S Tier} Enemy team full AP"
First base will still be Dark Seal(upgrade to Mejais at 10 stacks) + Boots = 650 gold
For your first item rush, go Hollow Radiance if your team already has AP damage, otherwise go Liandrys.
Finish Mercs after your first item.
For MR items, you have a few options. (Listed from the best to worst in my opinion)
Kaenic: General, all-purpose MR item, especially good against AP burst champions.
Spirit Visage: Good if you have an enchanter support, combine this with Revitalize for extra value.
Abyssal Mask: If your team has 2 or more AP champions as well.
Force of Nature: Good against champs like Azir, Cassio, Kassadin, etc.
JakSho is a good 3rd or 4th item purchase.

Although AP, Ability Haste, and Health are good stats for Nunu, the Attack Speed and Spellblade passive are not very good for him, as he is not really a good user of On-hit effects. You could try running it with Nashors + Riftmaker + Conqueror, for an Auto Attack Nunu build. Even then, you would have to W + Auto -> E1 + Auto -> E2 + Auto + E3 + Auto -> Q1 Auto to get full value out of it. In my opinion, if you want a damage build, the Hybrid/AP builds would provide you with more consistent value. I would rate this D&D build around C tier.