Is there an official NLog target for Splunk? That seems cleaner than having to use NLog with Trace and a trace listener to get to Splunk.
I found: https://github.com/HakanL/SplunkNLogTarget but (a) it's unofficial and (b) it appears to be for Splunk Storm which was discontinued?
Instead of an "official" Splunk target you could use the NLog network target https://github.com/NLog/NLog/wiki/Network-target to write to a UDP port on your splunk server.
I've written a guide on using the log4net UDP adapter https://kzhendev.wordpress.com/2015/06/19/send-logs-to-splunk-with-log4net-udpappender/ which you could follow to setup NLog.