You can BLAST to a local copy of nr or any other preformatted BLAST database from NCBI using custom BLAST in Geneious.
To set up the BLAST executables, go to Tools→Add/Remove Databases→Set Up BLAST Services→Custome BLAST. Check "Let Geneious do the setup" and click OK. Your BLAST folder should be created inside your Geneious Data folder, which is normally located in your User directory.
Then download the pre-formatted BLAST database files from here. For the nr and nt databases make sure you have downloaded all of the tar.gz files. Uncompress the files and put them in the BLAST/data folder that was created in your Geneious Data folder when you set up custom BLAST. Restart Geneious, and the preformatted database should now show up in the list of custom BLAST databases when you click BLAST.