Is Nitroglycerine a Nitro Compound or an Ester?
The Oxford dictionary is correct.

A nitro compound is defined by the $\ce{-NO2}$ functional group, but only if that group is attached to a carbon atom. Once an additional oxygen is added, the molecule is basically inorganic nitrate and thus belongs to a wildly different compound class.

You think that is confusing? Well, an alcohol is defined by a hydroxy group — but only if that hydroxy group is attached to a carbon, which in turn is not attached to a different oxygen, nitrogen or sulphur atom, and which is not part of an aromatic system. Even more constraints in there.