Hello.
I had the same problem with the error saying multiple NAT. I was able to get around it with the Meshnet feature in the NordVPN client. It involves creating a network of trusted devices that connect directly to each other, bypassing NordVPN servers. You install the NordVPN client on each device and add your trusted devices, which then see each other regardless of what network they are in (more precisely, mobiles see the computer). I call it an extended home network. The ARC test will still return some error, but it works.
I use it with Roon Core on Windows 10 and with Samsung devices (smartphone and tablet). NordVPN should also work on Apple devices. Except that I have Roon Core on a PC where NordVPN is running. I’m not sure how it would work for you, where Roon on Macbook is just a client and Core is on a separate device.
There is also the option to run NordVPN on the router itself. You would need to check if your router supports Nord. My TP-Link supports, but unfortunately there is no NordLynx protocol in the settings yet, on which Meshnet works. On the router, you can set which devices in your home network are to be connected to Meshnet and which are to be connected directly to the Internet.
Of course, the NordVPN service is an additional cost, but at the moment there seems to be a New Year’s discount for 2 years.
Best regards and I hope this helps, or at least make easier to solve your problem.