@Metisqueen2020 -- one does NOT "install NordVPN on the router". Instead, the software must be installed on every computer/device that wishes to use a VPN. So, there is no need to "bridge" the modem.
But, if you have a third-party router that can be configured with the VPN settings, then configure it, and all your computers/devices that connect to your router will automatically use the VPN for all the Internet traffic. There is no need to "install" anything on any router -- simply "configure" it with the VPN settings.
Note that the Shaw router has an easy method to "factory reset" it. So, if you do mess it up, just reset it.
Finally, note that "bridging" the Shaw router may disable some of its WiFi-related features, i.e., ability to wirelessly connect to another Shaw TV-box in a different room where there is a secondary TV. Also, "bridging" disables the Shaw router's built-in WiFi to your WiFi-capable devices. Hopefully, your third-party router has its own WiFi capability, and that its WiFi is not the slower "Wireless G" or "Wireless N" communication protocols -- the Shaw WiFi is the faster "Wireless AC" or "Wireless AX" protocol.
