Can I ask for damages during mediation?

The general answer is that many mediations center on questions of damages.  However your question appears to be directed to the Nevada Supreme Court Foreclosure Mediation Program, which only addresses whether the Borrower and Lender can reach an accord regarding modification of the loan and/or non-retention options for the property.  There is no damages component. However if you believe that the Lender does not properly possess the paperwork, one of the requirements for foreclosure mediation is that the Lender present certifications regarding its possession of the Note and Deed of Trust (as well as any assignments).  You should be familiar with the Foreclosure Mediation Rules regarding certifications of documents before your Foreclosure Mediation.