/tmp/tmp.OB2leKjVIJ ~
tar: all-zones.tar.gz: Cannot open: No such file or directory
tar: Error is not recoverable: exiting now
/usr/bin/cat: *.zone: No such file or directory
~
[WARNING] Skipping invalid geoip ‘cn’
[WARNING] Skipping invalid geoip ‘ru’
It looks that your country base of ip addresses has an issue. Check what you have in the folder
/usr/share/nethserver-blacklist/geoips
if you have files like cn.netset and ru.netset as well for the other countries, then you should be fine.
In case you still have problems, I would suggest to delete all files in the mentioned folder, and then either manually execute the geoip script in the /usr/share/nethserver-blacklist and then try or wait for the automatic update of the country base and then try. It should solve the problems and then you can go as described in the documentation (the link shared by @mrmarkuz in his post).