When creating a Cloud Nest Queue bucket, you will see a drop down list of default media sizes. As you are not directly connected to the RIP from here, this list does not represent media sizes available for your printer, this list is the same for all devices: 

To add a new media size, you need to open the Workflow application on your computer, edit or create a Workflow & add media sizes here in the "Layout" component:

Adding a new media to this list will sync to the Cloud and then be available in your Nest Queue. You might need to wait a few minutes to allow the sync to complete.