*.conf files are distributed by Fail2Ban.  It is recommended that *.conf files should remain unchanged to ease upgrades.  If needed, customizations should be provided in *.local files.  For example, if you would like to
       enable the [ssh-iptables-ipset] jail specified in jail.conf, create jail.local containing
       jail.local
              [ssh-iptables-ipset]
              enabled = true
       In .local files specify only the settings you would like to change and the rest of the configuration will then come from the corresponding .conf file which is parsed first.