Ok great, you got there in the end. So follow OP instructions, but you needed to manually install the APKs. That helps - it may mean the "pm install APK" command is not supported on your Android version. Did you have "Install apps from unknown sources enabled?". Can you try running "pm install nethunter_magisk.apk" in the same folder as the APK (it's ok to install over existing)I got it to work!
This is what I did:
1. Re-downloaded the Magisk-nethunter module zip
2. Flashed it in TWRP
3. De-compressed the Magisk-nethunter module zip and manually installed the APKs
4. Opened Net Hunter app
5. Went to Chroot manager, selected download and selected full Chroot
6. PROFIT
The benefits mentioned plus for this Nethunter module it allows you to use Kali tools natively. For example, you can set Android proxy to 127.0.0.1 and use Burp Proxy in Kali to view/modify Android traffic. Or use msfconsole to launch metasploit activities from your phone