Timbuktu to Nema
if you talk about going from Timbuktu to Nema we found the immigration (in this case the police) in Nema. Even with visa they did not stamp us in 2008 and told us we will get the stamp at the border. So I doubt that you will get a visa there. Forget about continuing to Ayoun el Atrous without visa. 2007 every checkpoint at the road was asking for visa and insurance.
However we did not go the main track (if there is one) so the 1st police checkpoint we stopped where at the entrance of Nema. If you continue south towards Mali there is a Mauritanian border check point in a Adel Bagrou.