They would indeed be better off synthesizing it and carrying it onboard, as the synthesis isn't super-easy to do correctly (I did it many years ago once in very small quantity). The problems are temperature control: too low, and the nitration doesn't occur rapidly or thoroughly enough to result in a good explosive; too high, and the mixture prematurely detonates.

Of course, ETD will catch nitroglycerine, and from anecdotal reports, will also alarm on most nitrates in general (and thus on the requisite nitric acid) and on glycerine. So we either need to be more vigilant with ETD or introduce similar but quicker screening (puffers, handheld "sniffers," etc.) on a larger scale to ensure it doesn't get aboard.

The components aren't going to be easy to get onboard, either, which is one thing that surprises me about the reports continuing to insist nitroglycerine was a probable explosive in this case. We're talking nearly-pure nitric acid and sulfuric acid. The nitric acid they'd have access to fumes much moreso than what's used in commercial explosive synthesis; red-fuming nitric has small amounts of nitrogen oxides in it, which smell AWFUL and some of which are visible as red vapor.

I'm actually thinking that if this was indeed a fairly well-along plot, they were aiming for something other than nitroglycerine. Even with concealed-bottom beverage containers to hold the acids, it would be tough to get them onboard, mix them properly without being noticed, etc. I'm at a loss as to what, however, would get past ETD if so subjected and would be easily made onboard the plane. Commercial binary explosives would alarm the ETD as far as I can tell, and they'd favor something homecooked due to acquisition problems, I'd think.