I'm gonna say no. You'd be going up against the compressive resistance of the ground. At depth where the pressure is already high, you won't be able to compress the ground much further even with the extreme force of a nuke, and most of the compression that you do achieve will just bounce back a moment after.
At shallow depths it is possible for matter to be pressed to the side, because in addition to being lower pressure and more compressible, matter can be displaced sidewards and up. I imagine shaping the nuke will make a differently-shaped cavern, but still just a cavern.
The nature of the fireball means you can't really use any type of physical structure to shape it... though I guess multiple miles of rock would work too, but it won't be in the desired direction[1]
so it's possible, though questions/problems arise such as: the cavity created by the explosion has a high chance of collapsing, the energy might trigger earthquakes, etc.
though smaller scale shaped charges "might" work to push rock out of the way, if the well segments can be advanced down safely into the created space.
