What type of subfloor should be used for on grade for nail down engineered hardwood?
If you're not wedded to a nail-down install, the best route to go with here is a floating floor with nothing but a soft underlayment between the flooring and the slab. This is an accepted install method for engineered hardwood over a slab, and your flooring manufacturer/seller should be able to provide you with instructions for how to do it and not void the warranty.

As for vapor barriers, you only need to worry about that if your concrete slab doesn't already have a vapor barrier underneath it. Obviously there's no way to easily check, but if the slab was poured in the last 20 or 25 years, there's a very good chance it already has one. In any event, once the current flooring is off, you should have a calcium chloride moisture test performed on the slab. Where you live matters, too. I live in the desert, so soil moisture is a non-issue here, and my slab's lack of a vapor barrier underneath it is irrelevant. If you're in the pacific northwest, it's a different story.

If the moisture test shows that you need a vapor barrier, choose a closed-cell foam underlayment, not something water-sensitive like cork.