A recent experiment driving colloids electromagnetically, by Bérut et al 2014 Europhys. Lett. 107 60004, is an ideal paradigm for illustrating a linear response theory for nonequilibrium overdamped systems including hydrodynamic interactions and, unusually, a reservoir itself out of equilibrium. Indeed, in this setup one finds a nonequilibrium environment in which the mobility and diffusivity of free particles are not simply proportional to each other. We derive both the response to a mechanical forcing and to temperature variations in terms of correlations between an observable and a path-weight action. The time-antisymmetric component of the latter turns out not to be simply proportional to the heat flowing into the environment. These results are visualized with simulations resembling conditions and protocols easily realizable in the experiment, thereby tracing a path for experimental verifications of the theory.