I just had a quick look at the script you linked and it seems that this is creating IP sets for both nftables and iptables/ipset. did not read the descirption yet nor tried, but I’d guess it works if you just install ipset along with hestia on iptables instead of nftables 
maybe you wanna have a look into this alternative https://github.com/trick77/ipset-blacklist for iptables/ipset (this is what I am using for quite some time)
also the firehol project provides lots of blocklists that can be used with that script, including geographical ones https://github.com/firehol/blocklist-ipsets