Union with Group by is possible?

I am probably not totally sure what you want to do but here is an idea.

You have a select clause within another select clause which means only a single constant value should come out of the inner select clause. Otherwise you are trying to perform a join within the select clause.

You could write it like the following but I don't think that is what you want want because it will cross join every combination whereas you seem to only want the rows where j is associated with either the Nu.i or the Nv.i

select distinct Nu.i, Nv.i, v.j from Nu, Nv, (select j from Nu union select j from Nv) v;

So, the above query gets you 2 extra rows you apparently don't want:
1 2 6
1 3 5

Perhaps something like the following will work for you. I am not sure if this is the most efficient way but I think it gets you the values you want:

select distinct Nu.i, Nv.i, Nu.j from Nu cross join Nv union select distinct Nu.i, Nv.i, Nv.j v from Nu cross join Nv;

You will get all combinations with this but can not guarantee ordering.

select * from (select distinct Nu.i, Nv.i from Nu cross join Nv) N_uv cross join (select j from Nu union select j from Nv) Nw ;