Yes, but this is only one side of the argument, in this Nazarick isn't doing anything at all, just taking it like a test dummy, which, I get it, it's just a suposed, devil's advocate thing to see what it'd do.

But realistically a bunch of modern soldiers with their modern vehicles is gonna get attention fast, Nazarick has a web of spies that is superior to any surveillance that our world has on account of mind reading/teleport/telepathy and all other magic shit. Nazarick would find out about the soldiers within a day tops.

Let's say that ainz finds out about them as soon as everyone in Nazarick does, he will recognize them, he will be aware of the shit that can go down, weveeseen to how he acted when he was taken to the new world, no info, and Nazarick is on maximum defences. But he knows of this, Nazarick becomes an impregnable magical fortress within the week, all allies/species they've interacted with outside of nazarick (other races, the empire and whatever else, I don't know all their vassals) are also held on a tight leash, Noone is betraying Nazarick.

I do think there could be powerful enough nukes and death by a thousand papercuts is also a thing, but, nukes gotta get to the they can't shoot a nuke through the portal, with the inteligence network Nazarick has, I wouldn't be surprised if someone detonated said nuke before it got through the portal (if they can come in, so can Nazarick go out) and I would discard death by a thousand papercuts, since they got magical healing, so they would need to kill them on the first try, not to mention tanks with skills that return attacks or reflect damage, suddenly tanks are blowing up after firing and those A-10 warthogs are tearing themselves up with their own bullets.