How to Keep Missing Values in Ordinal Logistic Regression

Question

I’m using mord package in python to do ordinal logit regression (predict response to movie rating 1-5 stars).

One of my predictor variables is also ordinal but there are some missing values where the viewer skipped a question because it wasn’t applicable due to skip logic from a prior question or because they missed it. What’s the best way to indicate a value is “missing” and/or “not applicable” while also retaining the ordinal nature of this predictor variable for everyone else? I don’t think I should delete this viewer or try to impute the value.

I get an error if I leave the NaN. I thought about dummy coding so I have something like question5_never, question5_sometimes, question5_always, question5_na, question5_missing, but I not sure.