you need an empty line because jinja eats the carriage return and nagios configs cant handle } not being on a line by itself

roles/nagios_server/templates/nagios/hostgroups/all-external.cfg.j2

@@ -23,4 +23,5 @@ define hostgroup {
         hostgroup_name unbound
         alias          External DNS
         members        {% for host in groups["unbound"]|sort %}{{ host }}{% if not loop.last %}, {% endif %} {% endfor %}
+
 }