Broadband supercontinuum generation is numerically investigated in a Xe-filled nested hollow-core antiresonant (HC-AR) fiber pumped at 3 μm with pulses of 100 fs duration and 15 μJ energy. For a 25 cm long fiber, under 7 bar pressure, the supercontinuum spectrum spans multiple octaves from 400 nm to 5000 nm. Furthermore, the influence of bending on ultrafast nonlinear pulse propagation dynamics is investigated for two types of HC-AR fibers (nested and non-nested capillaries). Our results predict similar nonlinear dynamics for both fiber types and a significant reduction of the spectral broadening under tight bending conditions.