How do I log a custom field in NLog to database?

UPDATE 11 Feb 2022: newer versions of NLOG have other solutions- see Julian’s answer.

Rather than using GDC, which is for global static data and fails on concurrent logging, it is better to use EventProperties-Layout-Renderer that allows to pass custom  properties specific for the event

LogEventInfo theEvent = new LogEventInfo(logLevel, "", message);
theEvent.Properties["OrderId"] =orderId;`

log.Log(theEvent);

... and in your NLog.config file: 
${event-context:item=OrderId}  -- obsolete
${event-properties:item=OrderId} -- renders OrderId