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I can use Sonos on Mac and Windows running NordVPN, yet on Android phone I get error from Sonos - "You are connected to a vpn which may interfere with connecting to Sonos." Sonos then directs me to NordVPN settings which only gives two setting options - (1) Always-on VPN (which I am not going to change to just use Sonos), and (2) Block connections without VPN (which I have tried in both on and off modes - neither work). Any ideas as to how to get Sonos to work?
I called tech support - the problem is vpn is not supported by Sonos, so while it may work on my Win and Mac machines, there is nothing that can resolve problem with the Android. The work-around is to use an old phone if that phone's OS is supported and not have vpn installed on that phone.
There is a solution, it worked for my Apple Phone.

Delete the NordVPN app on your phone and download manual NordVPN version from their website.

There are clear step by step instructions.

This also cured a loss of connection to Apple CarPlay which used to start then disconnect minutes later.

It works on either protocol (TCP or UDP)

A tutorial can be found at https://support.nordvpn.com/1086536932

Hope that works for you.