The uncountables/preposition rule doesn't apply for this example - student does not qualify as an uncountable, as the plural is students.
If your word was a true uncountable you would need to qualify it with the, such as women or men. Then you could write:
The men from Oxford are going to study nature in Kenya.
You also do not need to use the second the, before nature. Nature is not strictly an uncountable noun, and the sentence suggests the study of nature in general, rather than nature specific to Kenya. This would make sense but would probably be worded more specifically to fit better, such as
The men from Oxford are going to study the natural environment/wildlife in Kenya.