Separating contaminating water from glow fuel
Water and methanol are completely miscible, meaning that one dissolves the other in any proportion. Freezing the mixture, letting it settle, etc., have no effectiveness at all. The oil and nitro may separate during such efforts, but the water and methanol stay together. There is no way to remove the water from contaminated fuel since distillation would destroy the nitromethane, and the presence of oil in the mix would make it a difficult, greasy process. With oil and nitro, the molecular sieve would be similarly ineffective.
Not only that - mix two miscible compounds and the freezing temperature of the mix actually goes DOWN. The most common example of this is the ethylene glycol we use in car antifreeze. A 50-50 mix of antifreeze and water has a LOWER freezing temperature than either antifreeze OR water. Another example is 60/40 tin/lead solder. This alloy has a melting temperature (i.e. freezing temperature - same thing) LOWER than either lead or tin alone. The mixture with the lowest freezing point (it's not always 50-50) is called the eutectic composition.
You learn this in Geochemistry 101, by the way. Chemical/mechanical engineers will have come across this as well in their studies.