We present nanosecond time-scale Vlasov-Fokker-Planck-Maxwell modeling of magnetized plasma transport and dynamics in a hohlraum with an applied external magnetic field, under conditions similar to recent experiments. Self-consistent modeling of the kinetic electron momentum equation allows for a complete treatment of the heat flow equation and Ohm's law, including Nernst advection of magnetic fields. In addition to showing the prevalence of nonlocal behavior, we demonstrate that effects such as anomalous heat flow are induced by inverse bremsstrahlung heating. We show magnetic field amplification up to a factor of 3 from Nernst compression into the hohlraum wall. The magnetic field is also expelled towards the hohlraum axis due to Nernst advection faster than frozen-in flux would suggest. Nonlocality contributes to the heat flow towards the hohlraum axis and results in an augmented Nernst advection mechanism that is included self-consistently through kinetic modeling.