The thermal conductivity of heavy-fermion superconductor Ce 0.95 Nd 0.05 CoIn 5 was measured with a magnetic field rotating in the tetragonal a-b plane. The thermal conductivity exhibits a step within the high-field lowtemperature (HFLT) phase, which exists above 8 Tesla within the superconducting state, when field is rotated through the antinodal [100] direction of the superconducting d-wave order parameter. This anomaly indicates the presence of a third order parameter within the HFLT phase, similar to that of pure CeCoIn 5. Therefore, the HFLT state with triply intertwined orders, i.e., superconducting d-wave, magnetic spin-density wave (SDW), and a putative superconducting p-wave pair-density wave (PDW), is robust against 5% Nd doping. The second magnetic phase within the superconducting state below 8 Tesla, a low-field SDW, displays a hysteresis in thermal conductivity as a function of field magnitude, which is also revealing the existence of a third order consistent with a p-wave PDW. Given different origins and properties of the HFLT and low-field SDW states, the presence of three intertwined orders in both phases is remarkable and of far-reaching consequences.