Where do the nations go to seek the Lord in Zechariah 8:21—is it Jerusalem?
Yes. Zechariah 8:21 says many people and strong nations will come to seek the Lord of hosts in Jerusalem. The context contrasts this with New York and London, then explicitly states they will come to Jerusalem to pray before the Lord.
Les explains that the Messiah would be the light of Israel, and Israel in turn would be the light to the Gentiles. In Zechariah 8, inhabitants of many cities are pictured urging one another, 'Let us go speedily to pray before the Lord, to seek the Lord of hosts,' showing hunger for a knowledge of the Lord. Verse 21 then says many people and strong nations shall come to seek the Lord of hosts, and Les stresses it is not New York or London but Jerusalem; they will come to Jerusalem to pray before the Lord. Verse 23 ties this to Israel: ten men from all languages of the nations will take hold of the skirt of him that is a Jew and say, 'We will go with you, for we have heard that God is with you.' Les teaches God would reach Gentiles through Israel, but Israel rejected that role.
And the inhabitants of one city shall go to another, saying, Let us go speedily to pray before the LORD, and to seek the LORD of hosts: I will go also.