The demo triggers an android pop-up to choose between a nfc or usb key here. Perhaps double-check you can transfer data to a regular usb storage device via OTG (perhaps an adapter problem). If that works, I don’t see why it should fail for your Nitrokey.
Not with demo defaults, those only derive a key from the fido2 secret. I’m sure you can use the demo playground to create a resident credential. Check the details and explanation here: Number of FIDO2 keys I can store? - #2 by daringer