So , having set the Ledger Nano X up, what would you do? Transfer the funds to another wallet and set it up again, this time as "Segwit" ??
You should be able to add a new account in the Ledger Live. I don't remember the exact process and I can't check it right now, but the wallet should ask you what kind of account you want to set up. Select nested SegWit (addresses starting with 3). There is no need to reinitialise your device or use a different wallet. Once you create a new account, you don't have to transfer your funds from the old one. You can have two or more accounts at the same time.