You can install local RPM files, but you would have to manually update them (by uninstalling the old and installing the new) with each update.

I use Mullvad on Bazzite, and have had no issue just installing the app using rpm-ostree. Works just fine. Dunno if they have the Nord app in the repository.

You might also be able to run it in a Fedora toolbox or Arch distrobox, but I never tried.