An algae eating nudibranch would be impossible to keep because they don't exist. ALL nudibranchs are carnivores, most with very specific diets that we can't really meet in the hobby.
Lettuce slugs (not nudibranchs) can range from easy to hard. There are at least 3 species sold as lettuce slugs, all with different diets and there's still some disagreement about what exactly each one eats. One seems to only eat Caulerpa, one feeds on hair algae, and one feeds on calcifying green algae and maybe hair algae as well. The difficulty is in getting a species that matches the type of algae you have for it to eat (and the species are hard to tell apart, even for some experts) and in keeping them from getting shredded by pump and powerhead intakes.
Given that the slug at the LFS is blue and yellow, it probably is a true nudibranch, in which case it definitely does not eat algae and will be impossible to keep.