Anyone made custom jails for fail2ban for xenforo?

Nope. There are better ways than what you're suggesting. Fail2ban is there to scan log files and determine patterns. Either way, you would need to create an add-on to make a registration log file to look for patterns. There are a ton of add-ons that already block and prevent registration spam.
 
I wouldn't call it XF specific per se, but I do jail anyone anyone attempting to access admin.php. But that's a no permission scan of the error log, and not really XF specific.
 
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