Real Madrid's success is comparative. Meaning that they already have great players, so Rodrygo needs to realize that he is not fit into their plans and he is a great player and he needs to leave for a club that will give him some time. But at the same time, why would Real Madrid give him away for free? It's obvious that they will ask for a ton of money for him, and that's the real dilemma.
Because if they are not planning on using him, only a few teams in the entire world can afford him, and if they do not buy him, then he will be a bench player all year, making him worth less next summer, and they would have an expensive asset in their hands which would not make sense. I would say, either find a team now, or play him often all season long.
At first it was like Rodrygo was a part of Xabi Alonso's plans. But currently things seem to have changed... It is sad to see a talented player like him can't find a place for himself at Real Madrid anymore.

Chelsea has been in the rumours but let's see. The thing I know for certain is that his priority is staying in Europe. This is why Al-Nassr's interest won't change his mind. He needs to be in Europe at this age if he really thinks about his career development.
Rodrygo is a very good player and if real Madrid coach says he can't be using him then there's no problem every coach has people they like using, well those time you where thinking that he was in Xabi Alonso plans I think was the time he was testing him and I think he has seen he can't work with him so he needs to let him go, real Madrid has a lot of good players so they really don't care about Rodrygo and the best thing Rodrygo will do is to move out from the club.
Chelsea may sign him and if he goes to Chelsea I believe he will do much more better over there, Chelsea is one of the clubs I want him to go I would have also love Arsenal to sign him but I don't think Arsenal is interested since they have already gotten some players, if Al-Nassr is going for him too I'm sure he won't accept the offer because he wants to remain in Europe for now, I know the amount of money they will offer him in Al-Nassr will be huge but he won't be interested unless there's no European team that comes for him, so let's see how things goes.