Can't change the difficulty of nether and end worlds. When you first start the server and the difficulty is "normal" the generated end and nether are also set to normal and you can't change it to any other difficulty. SPIGOT-6425 could be the same issue (peaceful)...

tried: /execute in minecraft:the_nether run difficulty <..> (as player and console)

         /difficulty <..> (as player in the nether)

checked by running the same command without (<..>)