I'm not sure about the 1 year/12k mile warranty, but those tires are definitely covered by the tire manufacturer. Any dealer that doesn't recognize that is not a dealer I would trust with my vehicle for any type of work. There's really no better way for a dealer to tell you they don't give a s*** about you or your problem.
The more air you put in the tires, the more obvious the leak will become. I would fill them to 40 psi, drive around normally for a few days, and see what happens. When you do the water bucket test, also increase the PSI to 40. Actually, since you won't be driving on them during the test, you can safely fill them to whatever the max PSI is printed on the sidewall of the tire. This will increase the pressure, and at least temporarily, increase the rate at which air escapes through the slow leaks.
I find it very unusual that all four tires are having the same problem. It suggests either defective tires or a piss poor installation job of mounting and balancing at the Nissan factory. You are 100% correct that if the ambient temperature never goes below 50F or above 90F, the fluctuations in PSI should not be more than 3-4 pounds within that temperature range.
I find it extremely annoying having to check my tire pressure more than 3-4 times a year, and I live in the northeast, where temperatures fluctuate over the course of 12 months by nearly 100 degrees F. Maybe I'm spoiled and lazy, but it's also that I'm completely comfortable and I actually like driving with tires that are slightly overinflated. On both my 2013 Rogue and my new 2019 CR-V, I have 17-inch wheels, so increasing pressure simply hardens the tires enough to give me a similar ride to what I'd get with 18-inch or 19-inch wheels. It's true that underinflating will cause excess treadwear on the outer edges and overinflating will cause excess treadwear in the center of the tread pattern, but that's really only a problem if you're putting 125% or more of the recommended PSI in the tires. Adding 7 extra PSI when the recommended amount is 33 PSI is within that 25% extra threshold. And it gives me a huge buffer of how much air I can afford to lose before the TPMS warning light comes on. That's how I can sometimes go four months without checking or adding air. I've never had a problem caused by my lazy overinflation habit. When I picked up the Honda two weeks ago, all the tires were filled by the dealer to 40 psi. And that vehicle calls for 33 psi in the front, but only 30 psi in the back. I don't care. I like extra air.