Avoid WP_Query’s duplicate posts with taxonomies

Pass the post ID from the first query as a post__not_in parameter to exclude it from the second query.

$nature_loop_1 = new WP_Query(
    array (
        'category_name' => 'nature', 
        'tax_query' => array (
            array (
                'taxonomy'  => 'highlight',
                'field'     => 'slug', 
                'terms'     => 'sidebar-highlight',
                'operator'  => 'IN' 
            ) 
        ),
    ) 
);

$exclude = $nature_loop_1->post->ID;

$nature_loop_2 = new WP_Query(
    array ( 
        'category_name' => 'nature', 
        'post__not_in' => array( $exclude )
    ) 
);