Thanks for posting here in the Community and we appreciate you attaching the screenshot of the issue. Let's see what we can do here. To confirm, is this only during set up? Were you able to finish the set up and see if you're still getting the same issue? What are the troubleshooting steps you've done so far?
Give these steps a try:
Looking forward to your response.
I'm dropping by to ensure that everything is covered here. How's it going with your Nest Camera? We would appreciate it if you could share with us the information I’m asking above. Also, were you able to perform the steps I’m suggesting? We'd be glad to hear from you — We'd like to make sure everything is working.