Commander mode is for Nikon's optical CLS system or their radio WR system. It does not work with Godox's 2.4 GHz radio system. While the Godox TT685-N and V860 II-N full-sized speedlights can be optical CLS commanders/slaves, the TT350-N/V350-N cannot.
Your TT350-N is set into radio master mode [antenna icon in lower left with M], to be used as a transmitter on your camera's hotshoe. To get it to work as a radio slave, you also need a Godox transmitter for the camera hotshoe (e.g., XPro-N, X2T-N, Flashpoint R2 Pro II-N). The transmitter should let you set 2nd curtain; instead of using the camera menus to set wireless control, you'd use the transmitter's UI instead.
If you do get a Godox transmitter, you would need to set the TT350-N to radio slave mode by holding down the SYNC button, and when the radio icon flashes, use the wheel/SET button to cycle through M/S/off.
You can trip the TT350 off-camera with your pop-up flash (out of Commander mode, and in M/TTL) by using the S1/S2 "dumb" optical slave modes (be in M mode, no radio function set, and use the SLAVE button on the TT350), but these are similar to SU-4 mode, and do not allow for TTL/HSS communication, and possibly do not allow 2nd curtain (depends on when the pop-up flash burst fires). You may also need to take the TT350 out of radio slave mode for this.
See also: My Godox flash won't fire off-camera. What should I check?