According to Wikipedia, SN causes methemoglobinemia, wherein the blood continues to carry normal levels of oxygen, but cannot release it to target cells. This includes brain cells, so they will presumably be deprived of oxygen. So, there must surely be a risk of brain damage if one survives an attempt. But the risk may be small, and/or, brain damage may occur, but go unnoticed because it's too minor to produce noticeable changes.
Wikipedia mentions that there is a protective enzyme system in the blood which is able to rapidly convert methemoglobin back into hemoglobin, which may explain why the risk of serious damage is low. But this system may be overwhelmed.