From functionality point of view: yes, you can use the NK3 via NFC for FIDO2 (and U2F). The former has at least no proper support on Android, while U2F should work on all platforms. For more details you can check this blog post. Any FIDO2 (U2F) keys are stored securely on the MCU internal flash, which is to our best knowledge secure. The SE050 is a secure element (another microchip), which needs too much energy so that it can be started during an NFC operation, this is why the FIDO2 secrets have to stay inside the internal flash to be available through NFC.