He didn't play, he followed the lore (you can see a lot of expensive limited edition novels behind him in a good chunk of his streams) and rarely painted miniatures (you also can see racks with what seem to be either army painter or vallejo acrylics behind him in some livestreams).
He certainly knew the setting, as he's made two streams about 40k, one with daddy gym talking about lore and shooting the shit, a second one with Sargon of Applebees painting minis.
My educated guess is that his "being into the setting" boiled down to luetin09 videos (since I know he's reading this, Nicky just watch Majorkill he's definitely more up your speed by combining cooming and 40k), and if you want to be super generous he also did audiobooks, his minis seemed to go mostly unpainted because he is just SO BUSY.
My take on the limited edition novels is that it was very likely the same retarded wastrel behaviour that had him buying a $110k rustang, Nicky had to buy $250 books from e-bay scalpers to up his nerd cred, I don't think a single white dwarf magazine ever graced his hands.
As for Nick engaging in any sort of tabletop at all, you have his D&D streams where he more or less behaves like the biggest 'that guy' and tries to impress the nerds with his stand up routines.