The TV interface is a little tricky to Navigate but OpenVPN is on the play store.

One of the easiest ways to install apps is to browse the Play store on the web and select to install to the Shield from there. There are a lot of apps that are compatible but can't be installed that way though. I am not near my Shield TV so from memory:

• Turn on "Unknown sources" in your settings - I think under security?
• Install a browser like Puffin TV (actually available in the Play store). Open it and do a search for Aptoide TV and install it right from the website. Make sure it says Aptoide TV, not just Aptoide. This is an alternate app store which contains many more apps. That may just download the APK so you may need to go to your download folder and select it to install Aptoide TV using a file manager like ES File Explorer.
• Once installed you can run it and install many more apps. NordVPN is available.
• You will probably need a mouse to use it properly. I also installed an app called "Set Orientation" to permanently set the device to landscape.

go to this site and download the OpenVPN config files for your NordVPN on your computer. https://nordvpn.com/api/files/zip extract those OVPN config files. Copy all the OVPN files to your shield's internal storage. Then download OpenVPN for Androidtv in playstore. Inside OpenVPN for Androidtv on the top right part of the app click on the plus(+) icon and click import then you can now browse for the OVPN file. Once added you should be able to see your added vpn server under profiles.

If you're just using the VPN for Kodi purposes then I suggest this program addon. I used it with ExpressVPN and TigerVPN. It's pretty strait forward. You may have to download the crt.key and user.key from NordVPN and put it on a usb stick as the VPN Manager may ask for it.

https://github.com/Zomboided/service.vpn.manager.providers