Testing deep reinforcement learning (DRL) agents in safety-critical domains requires discovering diverse failure scenarios. Existing tools such as INDAGO rely on single-objective optimization focused solely on maximizing failure counts, but this does not ensure discovered scenarios are diverse or reveal distinct error types. We introduce INDAGO-Nexus, a multi-objective search approach that jointly optimizes for failure likelihood and test scenario diversity using multi-objective evolutionary algorithms with multiple diversity metrics and Pareto front selection strategies. We evaluated INDAGO-Nexus on three DRL agents: humanoid walker, self-driving car, and parking agent. On average, INDAGO-Nexus discovers up to 50% more unique failures (test effectiveness) than INDAGO while reducing time-to-failure by up to 52% across all agents.