MTGNexus

Can I search for Nylea, Keen-eyed with a Natural Order when my devotion to green is less than five? What happens when Thassa, Deep-dwelling is the top card of my graveyard and I cast Volrath's Shapeshifter with no other non-land permanents in play, making my devotion to blue just two? thanks!

Theros Gods' devotion check abilities are ordinary static abilities, not CDAs. They function only on the battlefield. The Gods are creature cards, always, everywhere else.

Note that in your example your devotion to blue is one, not two. This is because Shapeshifter is a copy of Thassa, who contributes just 1 to devotion.