I have a case where the surety filed an affidavit to surrender on January 15, 2004, the defendant FTAed on January 20, 2004, the court signed the affidavit to surrender on January 21, 2004, and judgment nisi was signed February 26, 2004. The defendant was arrested on May 5, 2005.

Is the bondsman is still liable on the judgment nisi? Can I bill the bondsman for the bond amount, interest and court costs?

I think that you're out of luck and the bondsman is off the hook, if the surrender was signed before the NISI was actually issued. I'd be curious to know if the NISI also named the bondsman?

There are two ways to surrender a defendant. Actual return or verification of incarceration.
Simply filing the affidavit and getting a warrant do not perfect a surrender nor do they release a surety from liability. See Wells v. State 100 Tex. Crim. 73 (1925). I know this is an old case but it has been upheld by appellate courts and is still binding law.

The judgment misi is just a preliminary judgment. You must obtain a final judgment in order to collect against the bondsman. The signing of the surrender request by the judge only has the effect of issuing a warrant for the arrest of the defendant.