The system should bleed the air out of itself, as the fluid recirculates constantly through the reservoir while the car is running.
Foamy fluid usually indicates the nitrogen cylinders, one or both, have failed. But, you stated the nitrogen cylinders are new, and the shocks are new. Is the fluid level at the proper level? Perhaps the pump is starving for fluid, because it is low, and pumping air into the system? I would not think air could get pulled into the system, as the lines are all under pressure, and fluid would come out if there is a leak!
Perhaps loading the car down, then unloading it, to cycle the system will help work the air out of it? I have not heard of this as a requirement, and the manual does not instruct one to perform this upon replacement of these components, but it is worth a try.
Check the fluid, load/unload the car.... and let us know what happens!
1989 560SEL (172k)
1989 325IC (122K)
2004 Suzuki Volusia LE (3500 miles)
2005 Yamaha Road Star (20 K miles)