You can back up your forum via the "backup" function of Nabble. Go to the main page of your forum, click Options, and then Backup. There you'll see a note that says "The backup file is generated with the JdbcPgBackup tool, which is an open source project in Java. You should visit the project website if you want to restore your backup into a Postgresql database." What that apparently means is that you could restore your website on Nabble, but nowhere else.
When you click the Generate Backup button the system works in the background and then sends you a link via email which you can click to download the backup. But when you click the link the only way it works for me is to right-click it and open it in an incognito window. And even then you have to hit the Reload this page button to get it to pop up the menu to let you chose where to save it.