Should I mention NDS programs I am pursuing in my Masters application?
Technically, a "Non Degree Student" program isn't another school you are "applying to", so, in an online application or a form, you probably shouldn't list it as if it were. 

But it would be good to find a way to list such things elsewhere if you have the opportunity, such as in a personal statement. Getting more CS instruction will be seen as a positive thing no matter how you go about it. 

I also doubt that there is any ethical constraint on you dropping out of any program if things change. There really is no expectation, especially in such a program, that you will complete it, and you leave no-one disadvantaged if you go.