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.
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.
Since Xabi Alonso took over the management of the team, it was very clear that the kind of formation he has been using since then will have no place to occupy Rodrygo in the attack again. Asides that, he’s seeing potentials more in the younger stars of the team to come in as substitutes to the attacking players Mbappe and Vinicius Junior. So Rodrygo is already not in his plans and it’s better for him to try other teams with the kind of skillful and talented player he is.
I haven’t heard about Chelsea’s interest in him, maybe it’s just a rumour for now as you’ve said. I know he’ll get many offers from even big teams in Europe and the only problem that would make his transfer to those teams not work out or fail will be the amount Real Madrid will be willing to sell him off, if not he’s a player tht every team will want to have in their squad. With the transfer window still opened, we will wait to see which team he get to join.