We are interested in upstreaming this patch for the next release of NSIS. This adds a extra command WriteRegMultiStr, that takes a hex string in the format 410042004300000045004600470000000000 which gets written to the registry as
ABC
DEF
Please note that each character is effectively 4 bytes, and strings are delimited by 0000, except at the end where registry value must end in two null characters, and therefore 8 zeros.
The rational behind using hex strings is for two reasons: We wanted something that was somewhat compatible with Reg2Nsis (I realize that it is a third party tool and this method might not not be the best), and it was the format that regedit uses when you export a multistring type.
At the very least, we hope this patch will benefit someone else.
Multistring support