A small correction: the registrar directs the registry (on your behalf) to configure the registry's DNS servers to point at whichever DNS servers you specify to host the domain, which default to the registrar's DNS servers. The chain of delegation is most commonly either:
root -> registry -> registrar
or
root -> registry -> another DNS hosting provider (CloudFlare, AWS Route53, DNS Made Easy, etc)
Yes, the registrar controls the NS records (and, if your zone is DNSSEC signed, DS records) for your domain in the zone the registry hosts.
[EDIT: I forgot about this part earlier.] The registrar will typically also give you the ability to "register nameservers", which means specify one or more names within the name space of your domain that you want to act as nameservers and their IP addresses. The registrar will insert A and/or AAAA records into the registry to be used as glue records.
This is probably much further down in the weeds of "how web domains work" than the OP intended.