This can be closed as an user error.

fail2ban is executing two statements and I was able to reproduce the non-descriptive error message "Could not process rule: No such file or directory'" by running:

nft add set inet filter f2b-sshd \{ type ipv4_addr\; \}

Then I ran the above command with ip instead of inet and it worked, and blocked ips were being added chains as verified
by :

nft list table inet filter

On a subsequent restart, fail2ban was now failing with the same
error message but now using ip instead of inet so I reverted the change I suggested initially and I was able to run the first command as is.

Then I ran the 2nd command:

nft insert rule inet filter INPUT meta l4proto tcp ip saddr @f2b-sshd
reject

and got the same useless error message as before. I noticed earlier that `nft list table inet filter` had the chain as lowercase input, so I tried that and it worked. This the relevant jail.conf configuration:

[DEFAULT]
chain = input

Previously, I used chain = INPUT with iptables. Hopefully this helps someone else as it had me stumped.

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