How should I set the furnace’s DIP switches to allow thermostatic control of the fan’s stages

Variation of the temperature from room to room that is different from the thermostat is a basic fact of operational behavior. you will have to get used to some variation!!

It is possible to even out the differences by changing how much of the heated air gets to each room. This is usually done by using vent controls on each room to permit more or less air into each space. Sometimes there are also vent pipe dampers or diverters that can be adjusted as well. A balancing exercise is usually an iterative process that takes time and patience.

A well balanced system will only stay that way if the same conditions apply as when the balancing was done. Some of these conditions would include outside air temperature, state of window coverings, whether doors are open, closed or partly ajar and if windows remain in the same state (closed or open).

Note that a system balanced for heating can take an entirely different set of adjustments to optimize for cooling during warmer parts of the year.

So as you can see you could try making small gradual changes in your setup. Try closing off more of the the vents that feed into the area where the thermostat is located and open those in the colder room a bit if not already fully open. Remember - iterative process.

Nope

The Nest can only control furnaces that use "on-off", 24VAC control systems, such as conventional and two stage furnaces. Fully modulating communicating systems (such as your Lennox iComfort, or the Carrier Infinity) use proprietary serial protocols that the Nest doesn't know how to speak.

This means that in order to get the full benefits of modulating operation at this time, you need the matching system thermostat -- otherwise, your furnace is simply a rather good single or two stage furnace, not a modulating furnace.