I haven’t tried, but I think you need to also allow the applications to share the driver perhaps. Isn’t there a setting for ‘allow apps to take exclusive control of this device’ or something along those lines?
I would try that and then I’d try to select built-in audio as the Nuendo interface to play back audio through. And I would probably tell Nuendo not to release audio.
You can also maybe check on Gearslutz, you can start in the post production section. I think some people asked about online work with clients and I’d imagine someone there would have answered.
Last thing I can think of is using some sort of internal routing. I once tried this software to get a different situation resolved. I couldn’t fix my problem but it might work for you.