Sorry, I don’t understand what you mean by on the domain does not block. It’s a firewall rule that will block that IP, you don’t need to mess with Nginx to block those IPs.
Do you want to block countries only for one or x web domains in your server?
If you use Nginx+Apache2 you can use this guide to block them in Apache2.
If you use only Nginx, you must recompile it adding the GeoIP2 module, but I didn’t write a guide for that.