It may be because Android mobile device only wants to use the first Thread credentials it learned which was probably the NEST-PAN-BF18. Even if you later “sync” the credentials from HA to the Android mobile device , the mobile device ignores it.
My recommendation would be to goto the UI screen you show above and make the NEST-PAN-BF18 the preferred network, which will cause HA to inform the SLZB-MR4U to use the NEST-PAN-BF18 thread network credentials which will make both be on the same Thread network.