I can recommend from personal experience that using a virtual audio cable, such as the one Matthias has suggested, can work in this situation.
You can route your Nuendo output to the virtual input cable and then choose that as your microphone input in Zoom. Obviously you’d also need to have your actual microphone set up as an input inside Nuendo. You’d then be able to share screen with Zoom but use the sound coming out from Nuendo.
I should point out though that the audio quality in Zoom sucks - even with ideal settings the streaming codec they use is designed for voice and does not make music sound good at all. Might be worth looking at other conferencing apps if audio quality is a consideration