For those who are interested the following link: http://feature.geography.wisc.edu/histcart/v3cap.html and make sure to hit the link at the bottom of the page there for a large image.

This shows a map created in 1518 which appears to contain a large bay in the northern part of Canada, long before any know exploration of the area. Indeed, two rivers are shown on the west coast of the bay which nicely correspond to the locations of the Nelson and Thelon rivers. As far as I know, the only writings about that area would have been by Nicholas/Cnoyen, which I suggest may have been used for the map. Highly speculative, to be sure, but at least it does garner some evidence that the expedition did indeed enter into (and 'map') the Hudson bay area, at least to the point of the Nelson River.