I did a search on their website, and the only mentions of the Zimmerman/Martin case were discussions about how the Florida Stand Your Ground Law was irrelevant to the case, since the real question is a factual one of who was attacking whom, not whether anybody had an opportunity to retreat and chose not to take it. It was pretty clear from the summaries of the videos that the NRA was taking no position on whose version of the facts was correct.

The NRA was audited very thoroughly during the Clinton Administration's program of auditing opposition groups. I think it was 1995. IIRC, that fact came to light via an IRS whistleblower. Whether they've been audited since then would not usually be a matter of public record, so I'd be interested to know how you know that they haven't been.