nh have changed the minimum difficulty to 2^14-1. That's why all the inactive or partially active orders are now marked as "Dead" most of the time, and nh deletes them after a while.
I already tried changing my username to "+32768". The mining pool's overall hashrate then looks correct but my hashrate is zero and the shares don't turn up in my statistics. What is the correct way of setting the initial difficulty?
Definitely don't change your username - unless that is the exact username you registered. Otherwise the hashes get accepted by the pool but assigned to no one. The stratum protocol has a way for the miner to set a suggested difficulty but I guess with nicehash that isn't possible. I can bump up the initial difficulty if it's useful.