Just checked on my NORD and it is as you say, at the App level as opposed to url. I shall chat with them and see what they say, and let you know their answer.
From Co-Pilot.
Split tunneling in NordVPN allows you to route some of your internet traffic through the VPN while letting other apps access the internet directly. This feature is available on NordVPN apps for Windows, Android, and Android TV.
Here’s how to enable split tunneling on NordVPN:
Open NordVPN App: Launch the NordVPN app on your device.
Go to Settings: Tap on the settings icon (gear icon) in the top-left corner.
Select Split Tunneling: Scroll down to the "VPN connection" section and tap on "Split tunneling".
Choose Apps: Select which apps you want to exclude from the VPN connection.
This feature is useful if you want to access local content or services while still keeping some of your internet traffic secure.