NLS_LANG cannot be changed by ALTER SESSION, NLS_LANGUAGE and NLS_TERRITORY can. However NLS_LANGUAGE and /or NLS_TERRITORY cannot be set as "standalone" parameters in the environment or registry on the client.
Evidently the "right" solution is, before logging into Oracle at all, setting the following environment variable:
export NLS_LANG=AMERICAN_AMERICA.UTF8
assigning the values of instance variable initializers to the corresponding instance variables, in the left-to-right order in which they appear textually in the source code