From what I can tell looking at the kernel source code, there are two separate code paths for dump directives and request directives. In the case of dump directives, it appears the Nlmsghdr of the original message is never returned, just the error code and extended ACK attributes if requested. In the case of request directives, the regular rules seem to apply (entire message if the error code is non-zero, just the header if the error code is zero).

This poses a bit of a challenge in terms of how to handle the extended attributes at parse time. Unfortunately, it is not entirely clear from just the flags in the response whether to expect Nlmsghdr or not. Because this seems to be largely based on the request type, I'll have to evaluate how to generalize this.