ADB failed to detect Nexus 5 running Android Marshmallow File transfer is working properly.
Latest drivers are installed.
Settings -> Developer options (Enabled)
Android Debugging (Enabled)

(ADB Detects my phone when it is in Recovery mode)

So probably there is something wrong in the system.

I'm using Pure Nexus ROM + Nethunter

I'm not sure what the problem is.
I would highly advise to install Universal naked drivers on your Windows system as in windows only we encounter such driver issues.
Refer this link for Universal naked drivers: http://www.xda-developers.com/universal-naked-driver-solves-your-adb-driver-problems-on-windows/
Being a Nexus 5 user, I have encountered this problem and after great efforts, UND helped.
You can install the drivers by downloading zip file, unpacking it.
Connect your N5 to your PC, go to &quot;Device Manager&quot; in windows, uninstalling the already installed Nexus 5 Drivers. Install drivers by provided options and use the location of unzipped files when it asks for manual installation of drivers.