Nordlynx is Nord’s name for Wireguard which is just a more modern VPN protocol that typically gets better internet speeds.
OpenVPN is an older protocol that gets slower speeds but it’s better when it comes to avoiding VPN detection for streaming purposes.
You would use OpenVPN UDP anyway if you want to use any kind of streaming service with a VPN. Nordlynx would get you detected as a VPN user most likely unless you get lucky.
Try disabling threat protection if you enabled it. Also check if there is any antivirus or internet security software running as these might interfere with vpn connection.