Use the namespace object.
https://jinja.palletsprojects.com/en/master/templates/#assignments
Here’s a working example from my config.
{% set devices = state_attr('group.devices_connected', 'entity_id') %}
{% set dev = namespace(value=0) %}
{% for entity_id in devices -%}
{% if states(entity_id) == 'unknown' %}{% set dev.value = dev.value + 1 %}
{% elif states(entity_id) == 'unavailable' %}{% set dev.value = dev.value + 1 %}
{% endif %}
{%- endfor %}
{% if dev.value | int > 0 %}
{{ unavail }}
{% else %}
None
{% endif %}