Two different page shapes
US Letter is 8.5 × 11 inches (215.9 × 279.4 mm). A4 is 210 × 297 mm. Letter is wider and shorter. A layout made for one cannot simply be printed on the other without changing where the paper edge falls.
Check the packaging of the stock you are using. Select that paper size in the printer driver and in LabelNest. The printable file contains a physical page size; the driver can still override it if paper settings disagree. Watch for a warning about a mismatch instead of accepting an automatic scale or paper substitution.
What to do with a mixed setup
If your computer defaults to Letter but you have A4 stock, choose A4 in both places before exporting. If the printer holds Letter paper but a supplier provides an A4 template, do not force it to fit. Use stock made for Letter or build a fresh measured layout for the page you actually have.
Print the calibration page on ordinary paper. Its 100 mm line should measure 100 mm regardless of the selected page size. Then compare the crosshairs with the intended 20 mm distance from each edge. Scaling and position are separate problems; check both.