I think that to improve, you need to find a better opponent.
Yes, the advice you're being given here is correct: you need to vary up your approaches (a more varied approach would lead to more grab use naturally, if you put in a marginal effort to approach with grabs sometimes, you'd get used to doing it).
But at the same, why WOULD you practice these things? Your current opponent falls for your shffled nair -> thunders approach EVERY TIME YOU DO IT. There's no pressure on you to try anything else. Against a better opponent who perhaps shielded your nairs and punished you for your constant thunders attempts, you'd be pressed to find different approaches or lose games.
That being said, against this Fox player, you could simply make the effort of varying your approaches, and that would help you on a technical level. However, because you wouldn't see -why- varying your approaches is helpful, it'll be more technical practice than actual thinking practice. You won't see yourself get inside certain defenses because your opponent wasn't expecting your approach, and you won't see your opponent punish approaches you previously thought were safe (shffl nair -> shine isn't a perfectly safe approach, despite your experience of it not being punished, ever).
You can improve on this opponent, sorta, with some effort, but at your level, finding new opponents who are significantly better than you would teach you everything you need to improve pretty quickly.