The differential resistance of NbN/two-dimensional electron gas (2DEG) contact is measured at high magnetic fields. In zero magnetic field the contact shows a pronounced resistance peak at zero bias due to a high barrier at the NbN/2DEG interface, which decreases if a magnetic field is applied in the plane of the 2DEG. For a magnetic field oriented perpendicular to the plane of the 2DEG, not only the zero-bias resistance decreases but so does the normal-state resistance which drops to vanishingly small values. A pronounced substructure due to a splitting of the resistance peak into a three-peak structure is observed at high perpendicular fields. We suggest that the appearance of this substructure can be explained by multiple Andreev reflections due to skipping orbits of electrons and holes accompanied by inelastic scattering in the 2DEG near the interface.