Distributions from a nongovernmental 457(b) (a type of nonqualified plan) are not permitted to be converted to a Roth IRA. Depositing these funds into a Roth IRA constitutes a regular Roth IRA contribution, not a rollover or Roth conversion, regardless of how the Roth IRA custodian reports the deposit on Form 5498.
It's likely that at least part of this regular Roth IRA contribution is an excess contribution that is subject to penalty unless corrected. Enter the amount of this deposit under Deductions & Credits -> Traditional and Roth IRA contributions as a regular Roth IRA contribution.
Only Roth conversions from a traditional IRA are reportable on Form 8606. What you did is not a Roth conversion.
