Slimfat: This can only be done manually.
First install Oblivion and any necessary update patch (if original release version)
Then install the full English version of Nehrim.
Then install japanese patch to Nehrim folder.
Then locate and run the Nehrim launcher and select the required *esm* files.
Then start the game from the desktop Nehrim icon.
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Because Nehrim is German the speech is German but the on-screen subtitles will be Japanese, not ideal but at least playable.
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Full English Nehrim (1.68gb) - Nehriminstall_1.5.0.8_EN.e x e
Japanese patch (75.76gb) - NehrimUpdate_1.1.1.1_JP.e x e
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The files were downloaded from moddb.com.
Good luck.
Thank you but I found a better way.
Just copy the following files from the Steam version of Nehrim and paste them to the GOG version. (You can download the Steam version even if you do not own Oblivion on Steam but you can't play it)
I hope SureAI team adds Japanese to the GOG version as well.