Large Eddy Simulations (LES) of an over-expanded conical nozzle are performed to study the complex interaction between the turbulent boundary layer, the internal shock wave and the separated mixing layer. Both wall-modeled (WM) and wall-resolved (WR) LES strategies are employed to investigate the three-dimensional unsteady aspect of shock-wave boundary-layer interaction (SWBLI). First, a comparison of flow behavior in a conical nozzle against an equivalent planar nozzle is made. It was found that whilst both configurations may share common flow features such as large-scale turbulent structures and shock-wave patterns, they show contrasts on the symmetry of the flow and the shock dynamics. In particular, the latter was found to have a shorter excursion length in conical nozzle compared to the planar one. The strong adverse pressure gradient tends to reduce the amplitude of the shock movements in conical flows. Additionally, the dynamic mode decomposition (DMD) analysis showed the existence of two unsteady modes; the non-helical modes which are low-frequency based, appearing mainly in the streamwise forces and the helical modes which are high frequency dominated modes and are largely responsible for the side side-loads generation.