In this work we address the question of the existence of nonradial domains inside a nonconvex cone for which a mixed boundary overdetermined problem admits a solution. Our approach is variational, and consists in proving the existence of nonradial minimizers, under a volume constraint, of the associated torsional energy functional. In particular we give a condition on the domain D on the sphere spanning the cone which ensures that the spherical sector is not a minimizer. Similar results are obtained for the relative isoperimetric problem in nonconvex cones.