I'm pretty sure I heard something like "nennessekki" a few times when things where getting tense.
But we have a word for both want and feel like, but they're different from "nenna". In some ways a better translation would be "I can't be bothered to".
The word is somewhat socially acceptable as an excuse not to do something.
"Þetta reddast" and "Ég nenni þessu ekki" are words many of us Icelanders live by.