I've installed

        shorewall version
                4.5.21.4

Reading up

        @ http://www.shorewall.net/upgrade_issues.htm#idp3157976

                "
                ...
                Versions >= 4.5.0
                ...
                The BLACKLIST section of the rules file has been
                eliminated. If you have entries in that file section,
                you must move them to the blrules file."
                ...
                "

        @ http://shorewall.net/blacklisting_support.htm#idp2730648

                "
                ...
                Rule-based Blacklisting

                Beginning with Shorewall 4.4.25, the preferred method of
                blacklisting and whitelisting is to use the blrules file
                (shorewall-blrules (5)). There you have access to the
                DROP, ACCEPT, REJECT and WHITELIST actions, standard and
                custom macros as well as standard and custom actions.
                See shorewall-rules (5) for details.
                ...
                "

        @ http://shorewall.net/manpages/shorewall-rules.html

                "
                ...
                SOURCE -
                
{zone|zone-list[+]|{all|any}[+][-]}[:interface][:{address-or-range[,address-or-range]...[exclusion]|exclusion|+ipset|^countrycode-list}
                ...
                If your kernel and iptables have ipset match support
                then you may give the name of an ipset prefaced by "+".
                ...
                "

I configure one IPSET-containing blrule,

        cat blrules
                #ACTION  SOURCE             DEST
                DROP     +TEST_IPSET        all

The IPSET is a run-time defined IPSET.  I.e., it exists, pre-defined on
the remote, not locally on the admin

        @ remote
                ipset -L | grep -i TEST_IPSET
                        Name: TEST_IPSET

        @ local admin
                ipset -L | grep -i TEST_IPSET


When I try to compile it for remote installation

        shorewall load test.gateway.int
                Compiling...
                Processing /home/jenl/shorewall/params ...
                Processing /home/jenl/shorewall/shorewall.conf...
                Shorewall has detected the following capabilities:
                ...
                Compiling /home/jenl/shorewall/zones...
                Compiling /home/jenl/shorewall/interfaces...
                   Interface "net eth0
                   dhcp,tcpflags,logmartians,nosmurfs" Validated
                Determining Hosts in Zones...
                   fw (firewall)
                   net (ipv4)
                      eth0:0.0.0.0/0
                Locating Action Files...
                Compiling /home/jenl/shorewall/policy...
                   Policy for net to fw is DROP using chain net2all
                   Policy for fw to net is REJECT using chain all2all
                   Policy for net to fw is REJECT using chain all2all
                Running /home/jenl/shorewall/initdone...
                Adding Anti-smurf Rules
                Adding rules for DHCP
                Compiling TCP Flags filtering...
                Compiling Kernel Route Filtering...
                Compiling Martian Logging...
                Compiling MAC Filtration -- Phase 1...
                Compiling /home/jenl/shorewall/blrules...
                   ERROR: Unknown source zone (+TEST_IPSET)
                   /home/jenl/shorewall/blrules (line 2)

How do I get this to compile correctly to be 'run-time' aware, without
having to create each remote's IPSETs locally on the admin instance?

Is there a toggle/flag that can identify an IPSET as compile-time
(locally defined) vs run-time (defined at remote)?

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