The nz_migrate script must be ran on the source system that you are migrating data out of as it uses external tables to extract the data and nzload to load the data.

nzLua cannot install a UDX from a remote system as it uses the 'create function' command which can only be invoked from the host system.  In theory  you could get nzLua to work completely from a remote system if you had an NFS mount between Netezza and the remote system by copying the gcc compilers from /nz/kit/sbin/gcc to the remote system and modifying the $NZLUA_HOME/bin/install_lua_udx.sh script.  You don't actually need nzudxcompile as the nzudxcompile script is only used to find the gcc compilers (see install_lua_udx.sh) so you could just hard code the compilers in the script, then copy the result of compiling the nzLua UDX to the NFS directory where it is visible to Netezza and then invoking the "create or replace" command using the appropriate path to the compiled UDXs.  This would be completely unsupported of course, but it could be done.