You aren't finding a list of "Open NAT" capable routers because the list would be endless.
You need a router that supports UPnP, which essentially lets the Xbox punch its own holes in the routers firewall and forward ports the xbox needs.
Virtually all routers support this, but it's probably shut off by default. My first wired router circa 2003 supported it.
My suggestion: poke around in your router settings and look for UPnP. It's likely in the Firewall settings.
P.S. it makes absolutely no difference whether or not you have 1 xbox or 30 xboxes on the same network. Once you toggle the setting, it'll enable them all to work.
I monkied with something similar on my network but I didn't use ICS.
You basically have two options:
Far and away the easiest method: buy a router that has OpenVPN capability. It will act as the NordVPN "client" and all PCs connected to it will route their traffic through NordVPN. You'll almost certainly incur a bandwidth throughput penalty for doing this, as the router will be eating the encryption overhead of the VPN connection.
Put a proxy server on the VPN PC, and then connect it to NordVPN. Point all clients on the network to the proxy server.
2 is sloppy and I don't suggest it, but it can work.