The Audacity manual has to cover the whole of Audacity, so it’s far from comprehensive regarding Nyquist.
See here for additional documentation: https://forum.audacityteam.org/t/manuals-and-reference-material/32817/1
For LISP functions, the XLISP 2.0 manual is the best reference: https://www.audacity-forum.de/download/edgar/nyquist/nyquist-doc/xlisp/xlisp-index.htm
Re. “APPEND”: https://www.audacity-forum.de/download/edgar/nyquist/nyquist-doc/xlisp/xlisp-ref/xlisp-ref-026.htm
and regarding your code example, try this:
(setq testlist (list (list 0.0 "0")))
(setf testlist (append testlist (list 1.0 "1")))
(format nil "~a" testlist)