From the paper (Introduction and Conclusions, respectively) [1]:
The habitability conditions of Proxima b, which orbits within the HZ of the star, have been extensively studied (e.g. Barnes et al. 2017; Ribas et al. 2016; Turbet et al. 2016; Meadows & Barnes 2018). On the other hand, the candidate Proxima d orbits much closer to the star and outside the HZ range.
In particular, the discovery of an Earth-mass planet orbiting Proxima Centauri (Anglada-Escudé et al. 2016), our closest stellar neighbour, was one of the most significant results in the field, in part because the planet orbits inside the habitable zone (HZ) of the star (e.g. Kopparapu et al. 2013).
So, Proxima d is too close to the star to be inside the HZ; it's within the HZ in the sense that the HZ is further out from the star.
The author of the Nature commentary, which claims that "it could have oceans of liquid water that can potentially harbour life", apparently didn't read the paper.
[1] https://www.eso.org/public/archives/releases/sciencepapers/e...