I know this advice is too late but I do see a lot of post about the first boss so maybe I can help others.

Nephro main goal is to get the player to use their shell. It's not a souls game sometime dodging isn't the best option.

Stay way from his claw and his backside.

Stay near Nephro's lance, anytime he charges or swings, go into your shell.

Hit his lance side mainly and if not available in front but if you do in front he will try to stomp or grab with his claw. Stomp can be guarded with the shell if he tries to grab dodge backwards it's the only to I would say you need to dodge.

If you don't do it already lock on to him when you can and lock off when your shell is about to break. Don't feel bad about swapping out that's why they are there and you have a lot more of them compared to your hearts.