How can modified images be displayed on a Nikon camera?

It is likely the structure of the data in the JPEG file and not related to metadata or EXIF information.

I'm not fimiliar with lightroom specifically, but when you save JPEGs there are options for things like 'optimization', 'huffman encoding', 'progressive', etc. Try disabling all of those. Your camera probably only knows how to deal with a specific set of parameters for the JPEG. Lightroom will have used a JPEG formatting parameter that isn't compatible with your camera.

In Photoshop the 'optimization' option has to do with how it arranges the huffman codes. A non-standard set of optimized huffman codes can make the file smaller, but won't be compatible with some proprietary devices.

The only way to tell for sure is to experiment by saving various JPEGs to the card with different settings. Good luck.

Try using the Nikon software, rather than Lightroom, to convert the RAW files to jpeg. I would think there is a much greater chance those would be compatible with your Nikon camera.

The problem is in the Thumbnail — that's what really shows in the camera. If you check the jpg files created by the camera and generated by most programs, they have thumbnails with offsets and completely different sizes. I think the camera looks for a marker for specific offset which the camera and other programs, including VIEWNX2, are able to generate.

I used the program jhead to copy the metadata of a jpg generated by Nikon, but it also copies the thumbnail, so unfortunately the result is that the Nikon recognizes the file and displays it — but the copied thumbnail of the source file. If you find something, publish it, because this is driving me crazy.

Most digital cameras require that images be in landscape orientation and contain an embedded thumbnail in the Exif. If either of these two conditions are not met, an error is likely to result.

See How to copy Images Back To DSLR from computer? for additional issues regarding images located on memory cards.