How can we add NLB's EIP for shield advanced protection for AWS auto-assigned IPs

Is it true that in order to enable shield advanced for NLBs, it had to be assigned to customer created EIPs as opposed to Amazon created IPs?

Correct - Shield Advanced will only list the rsources if the NLB has been setup via a static EIP (instead of just subnets - which will assign a random public IP). So the correct way would be to Allocate a new address, then spin-up an ELB with EIP instead of subnets. Once done, it'll show up in Shield Advance to configure resource protection.