Nyx Lotus’s second ability is a mana ability. It doesn’t use the stack and can’t be responded to.

If you put an Aura on an opponent’s permanent, you still control the Aura, and mana symbols in its mana cost count towards your devotion.

Mana symbols in the text boxes of permanents you control don’t count toward your devotion to any color.

Colorless and generic mana symbols (, , , , , and so on) in mana costs of permanents you control don’t count toward your devotion to any color.

If an activated ability or triggered ability has an effect that depends on your devotion to a color, you count the number of mana symbols of that color among the mana costs of permanents you control as the ability resolves. The permanent with that ability will be counted if it’s still on the battlefield at that time.

Hybrid mana symbols, monocolored hybrid mana symbols, and Phyrexian mana symbols do count toward your devotion to their color(s).