The client should cache the connection details for the dedicated server so that they can reconnect should the connection drop. I would also suggest creating an entry in the Storage Engine that stores the connection information so that players who disconnect / crash mid-match can send an RPC to Nakama to retrieve the connection details again if they have lost it.
I would avoid coupling the dedicated server and Nakama match because you could run into a scenario where the dedicated server instance fails/crashes and the Nakama match never gets notified.
Ultimately what works for you depends entirely on your game and your setup.