Theodore Roosevelt was considered domestically progressive, internationally conservative. The encyclopedia Britannica has this to say on Teddy: "By 1906 he was the undisputed spokesman of national progressivism and by far its best publicity agent.". https://www.britannica.com/place/United-States/Theodore-Roosevelt-and-the-Progressive-movement

What do you call a progressive who wants to conserve a piece of nature? Still a progressive, because progressive/conservative terminology is about political philosophy/ideology, not about conservation. Teddy Roosevelt was a progressive politician who also was a conservator of nature.