Bug #10156 reports the same error, but the issue is not the same.

No mails are send when job contains more then one lists and one or more users
are member of more then one of those lists.

Tested this on a fresh install:
CMSMS 1.12
CGExtensions 1.48.2.1
CGSimpleSmarty 1.9.1
NMS 2.9.5
CGJobMgr 1.3.4

In NMS I added:
- two lists
- two users subscribed to both of the lists
- a testmessage with the sample template
- a job with the testmessage and both of the lists.

After executing the job whin CGJobMgr, no mails where sent (checked table
module_nms_mails).
Both NMS and CGJobMgr show an error for the job.
This is what's in the admin log:
8   CGJobMgr   Processing Job NMS - Job created at: 11-06-15 13:49:45   06/11/15
13:49:54
8   CGJobMgr   Processing Job NMS - Job created at: 11-06-15 13:49:45   06/11/15
13:49:54
8   NMS   Added 2 emails to the mails table for job 8   06/11/15 13:49:54
8   NMS   Added 0 emails to the mails table for job 8   06/11/15 13:49:54
8   CGJobMgr   ERROR: Task: "setup" failed   06/11/15 13:49:54
8   NMS   Job entitled: Job created at: 11-06-15 13:49:45 created   06/11/15
13:49:49
8   CGJobMgr   New job created: NMS - Job created at: 11-06-15 13:49:45 with
priority 200   06/11/15 13:49:49