a question about a nick combo I've been thinking to use

hi i am an assassin rouge (also new to the game so please be patient with me :/ ) 

i wanna use shortsword vex mastery and the dual wield feat to be able to use the advantage from vex and be able to proc the bonus dmg that i can use when i have advantage (sneak attack) but also i wanna use nick afterwards so i can attack three times a turn so it would go like 

1A:shortsword then 1BA:dagger then dagger again from the nick mastery 

That combo should work if you have the Dual Wielder feat, though strictly speaking since you're making the attack from the Nick mastery as part of the Attack action the order would actually go like:

• Action: attack with shortsword, Nick attack with Dagger
• Bonus Action: attack with Dagger

With the Vex mastery, if the first attack hits, the next one would have advantage, and be eligible for Sneak Attack.

(This is probably better suited to the Rules & Game Mechanics forum, since it's not about a bug in D&D Beyond.)

I agree with wagnarokkr, and also want to add that, since Nick gives you the second attack as part of your Attack action all on its own, you might not find Dual Wielder worth it, because rogues have a lot of uses for their bonus action already.

There is another option available:

Enhanced Dual Wielding. When you take the Attack action on your turn and attack with a weapon that has the Light property, you can make one extra attack as a Bonus Action later on the same turn with a different weapon, which must be a Melee weapon that lacks the Two-Handed property. You don’t add your ability modifier to the extra attack’s damage unless that modifier is negative.

The Dagger attack you get from the Nick mastery should qualify as the triggering attack for Dual Wielder as it is an attack with a Light weapon as part of the Attack action, allowing you to make a bonus action attack with your Shortsword, and thus having your Vex mastery active should you get an Opportunity Attack later.

That's right, the Dual Wielder Bonus Action extra attack is triggered every time you attack with a Light weapon, including the one you shift into your Attack with Nick, or any extra attacks.

Some examples from another thread by Plaguescarred, using Scimitar instead of the Dagger proposed by mahmoudgamer:

Quote from Plaguescarred >>

With a more liberal use of Nick Mastery, attack sequence can be: 

1. Shortsword attack [Attack Action] + Scimitar attack [Nick Mastery] → Scimitar attack [Dual Wielder]
2. Shortsword attack [Attack Action] + Scimitar attack [Nick Mastery] → Shortsword attack [Dual Wielder]
3. Scimitar attack [Attack Action] + Shortsword attack [Nick Mastery] → Scimitar attack [Dual Wielder]
4. Scimitar attack [Attack Action] + Shortsword attack [Nick Mastery] → Shortsword attack [Dual Wielder]

EDIT: for clarity.