I think that answering “No, but…” or “You can't target it, however…” is incredibly unfair to Nicholas (the opponent in this scenario). Moreover, that specific phrasing could easily cause our hypothetical opponent to get upset – “I thought judges weren't supposed to offer strategic advice!”
On the other hand, most of us seem to agree that we should help Ansel do what he's trying to do.
How do we balance these two conflicting goals? Well, as other episodes of Personal Tutor have shown us, the specific phrasing we use when giving a ruling (even a straightforward rules question like this) can greatly impact how our words are received by the players.
I think the best way to resolve this tension is to actually answer “Yes” to the original question. This answer is misleading from the perspective of the Comprehensive Rules, but correct from the perspective of the Tournament Rules. The relevant section of the MTR states: “A player who chooses a planeswalker as the target of a spell or ability that would deal damage is assumed to be targeting the planeswalker’s controller and redirecting the damage on resolution.”
Given that, my ideal response would be something like this: “Yes, you can target Ashiok with Bolt of Keranos. What that actually means is you're targeting Nicholas, but redirecting the damage to Ashiok as the Bolt resolves.” While this conveys the same information that many other people have proposed, I think it avoids giving Nicholas the impression that we're providing Ansel with strategic advice.
Discussing how the shortcut interacts with something like
Aegis of the Gods can be very helpful for helping players understand the shortcut…outside the current game. I think doing so during the match crosses the line into strategic advice, for
both players.