You may not realise it, but you DO have VPN turned on, on your device.
The VPN icon is the 'key' icon in the top right of your device (far left icon on the right hand side of your top taskbar) - as shown in your screen recording.
You'll need to figure out how to turn it off for the app to work.
Thanks. It seems there was a glitch in my phone and/or with NordVPN as you can see from 47 seconds into my screen recording, the key icon was showing but NordVPN showed as disconnected. By deleting the VPN profile from my Android settings, it solved the problem. I'm not sure how to reproduce this - it seems intermittent. For example, I deleted the VPN profile about a week ago, then NordVPN readded it when I opened the app. All seemed fine. But then today, I checked, and the same glitch happened. I resolved it in the same way as a week ago, and I'm not able to reproduce the problem. So, I'll monitor and see if the VPN reactivates despite the app saying disconnected. If that happens, then it's a problem with Android or the NordVPN app itself, and I'll report it there. It's clearly not a BlackVue app problem.
In any case, after resolving the VPN issue, I was still unable to connect to my dashcam with the app due to another glitch. It just showed the progress indicator indefinitely and never connected. See the screen recording attached ending "BlackVue" in the file name. This was on my fold phone in the unfolded state. It also happened in the folded state. It's done this numerous times.
However, when I put the app in a split screen together with the settings app (see the screen recording attached ending "BlackVue_Settings" in the file name), it worked fine. Again, no idea why - maybe the BlackVue app has a problem with certain screen dimensions (too narrow or too wide).
Anyway, it's all resolved for me now, but posting all this here for posterity in case anyone else has similar issues.