Bill,
UF cable in conduit run up the side of house to attic is a common and acceptable practice. I have no problem with regular NM cable (romex) either. As you mentioned, the overall jacket is moisture resistant. Obviously, the UF cable would be my first choice. However, I couldn't imagine an Inspector rejecting the regular NM cable.

pip,
THHN conductors are usually "dual" rated THHN / THWN. THWN is rated for wet locations per section 310.8(c)(2). As you pointed out, it's always best to check with your local Inspector.


(Frank) cinkerf