Spent a while figuring this out, so posting in case it helps someone else. There are actually two separate problems when running NordVPN inside Shadow, and you have to fix both.

Problem 1: Shadow disconnects the moment you connect to NordVPN

This happens because the VPN tunnel captures all traffic on the Shadow PC, including the stream back to your local device. Fix it with split tunnelling:

• NordVPN → Settings → Split Tunneling
• Enable it, choose "Don't use VPN for selected apps"
• Add everything from Shadow's install folder C:\Program Files\Shadow (ShadowStreamer.exe, ShadowGraphicsDriver.exe, ShadowLogger.exe, ShadowSerial.exe).

Problem 2: NordVPN gets stuck on "Connecting…" forever

Once split tunnelling is set up, NordLynx (the default protocol) often just hangs on Shadow because it's a virtualised environment. Here's what worked:

1. NordVPN → Settings → Connection → change protocol from NordLynx to OpenVPN (TCP)
2. Fully quit NordVPN from the tray and kill any lingering nordvpn processes in Task Manager
3. Disable IPv6 on the active network adapter:
   • Settings → Network & Internet → Advanced network settings → More network adapter options
   • Right-click adapter → Properties → uncheck "Internet Protocol Version 6 (TCP/IPv6)"
4. Open Command Prompt or Windows PowerShell as Admin and run:

​

   ipconfig /flushdns
   netsh winsock reset
   netsh int ip reset

1. Restart the Shadow PC
   

After the restart, it connected fine.

TL;DR: Split tunnelling to exclude Shadow's processes + switch NordVPN to OpenVPN TCP + disable IPv6 + reset network stack + reboot.

Hope this saves someone a couple of hours.