NAM being open source means you can tinker with it - and there are many things people could do, as evidenced by Steve in the above video.
If you are only using Standard Wavenet model architectures, and only training with the provided inputs found in the easy snapshot trainer, then you won't be able to model a Tremelo.
What is possible vs. what is provided off-the-shelf.
As for compressors, like guitar pedal compressors, those may well be pretty tame compared to more complex compressors.
Maybe 1500-3000ms range?
It could well be possible to do this with the STANDARD NAM model architecture.
Pretty sure this is what those guys at Neutron are doing with their compressor pack, but I may be wrong.