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Ian Agol
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Suppose that $\Gamma_n$ is the free nilpotent group on $k$ generators of nilpotency class $n$. Any finite $k$-generated $p$-group ($p$ a prime) is nilpotent, hence the free pro-$p$ group is surjected by the (universal) inverse limit of $\Gamma_n$. Hence any inverse limit of $\Gamma_n$ maps to a dense subgroup of the free pro-$p$ group on $k$ generators.

But the free pro-$p$ $k$-generator group surjects a non-solvable linear group for large enough $k$ (say $ker\{ GL_m(\mathbb{Z}_p)\to GL_m(\mathbb{Z}/p)\}$). This group is linear and not virtually solvable, hence has a free subgroup by the Tits alternative. So any inverse limit of the free $k$-generated nilpotent groups will have a free subgroup, hence is not amenable.

(this answer seems too simple, so I'm suspecting I'm missing something or made a mistake).

Ian Agol
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