If you need to enter a password this is always the fallback solution. For example when usint git with ssh but the key is not found. Just because a prompt appears doesnt mean you will be able to authenticate with a password.
It seems that Networkmanager may have registered a Wireguard connection? But probably not.
Try to find wireguard config files from NordVPN.
Also note this discussion about a VPN killswitch, which is pretty important.