When I request Siri to connect with my NordVPN, I get: sorry, but I’m not able to change that setting. When I look in Settings for Siri and Nord, it should be enabled.
Have you been into the Nord app ‘settings’, then ‘tools’ and set phrases for the Siri shortcuts connecting and disconnecting.
Also make sure you have enabled all the Siri options in the app in the phones ‘Settings’ menu.
I set this up on my phone this way and it’s working fine.