On Nano the Device USB shares the RX0 and TX0 pins - but does not provide USB Host capabilities - those are UART serial pins, noted as required in p#2 to connect Teensy as a Device for RawHID programming.
A Host shield may work - but would be easier to see if another Teensy with USB Host capabilities ( 3.6, 4.1, or even a 4.0 with added connections ) has code written to process the upload.
But in that case - just easier to plug USB directly into the computer.
Seems there are threads for non PJRC supported 'FLASHER' that can be used to program the Teensy 4.0 though/from other than USB Device port