Westen blots are not to measure the protein activity of interest but its abundance. So it doesn't matter the protease inhibitor cocktail containing any metalloprotease inhibitors. however, if you are trying to measure the activity (such as zymography for mmps) then you have to be careful while using the type of protease inhibitors, such as metal chelators for metalloproteins.
Hi Raghuram, if you are analyzing cell extracts for intracellular proteins, the best way is to include proteinase inhibitors that can inhibit all proteinase classes that could be in your sample.
The Roche tablets have general inhibitors of serine, cysteine and aspartic proteinases. If you add EDTA, then you will have included a general inhibitor of metalloproteinases.
To answer your question in the title : Cox-2 and NF kB are metalloproteins (copper and zinc respectively)! So the presence of EDTA-free protease inhibitor cocktail will have no effect on these protein activities apart from protecting them from protease action.