the regulatory domain set is one that pertains to a specific country. When this is set you can count on the ISO / IEC 3166 alpha2 country code being valid.
NRF_WIFI_REGDOM_TYPE_WORLD
the regulatory set domain is the world regulatory domain
NRF_WIFI_REGDOM_TYPE_CUSTOM_WORLD
the regulatory domain set is a custom driver specific world regulatory domain. These do not apply system-wide and are only applicable to the individual devices which have requested them to be applied.
NRF_WIFI_REGDOM_TYPE_INTERSECTION
the regulatory domain set is the product of an intersection between two regulatory domains – the previously set regulatory domain on the system and the last accepted regulatory domain request to be processed.