Hello,
I got a similar issue, trying to convert data exported from rocketchat with mongodump -o "path" command inside the zulip container:

cec005526bd0:~/deployments/current$ ./manage.py convert_rocketchat_data /tmp/dump/rocketchat/ --output /tmp/converted_rocketchat_data
Converting Data ...
Traceback (most recent call last):
File "./manage.py", line 157, in
execute_from_command_line(sys.argv)
File "./manage.py", line 122, in execute_from_command_line
utility.execute()
File "/srv/zulip-venv-cache/726c7d1d35d9cd61bb4b70e98167a1db7b0c524d/zulip-py3-venv/lib/python3.8/site-packages/django/core/management/init.py", line 413, in execute
self.fetch_command(subcommand).run_from_argv(self.argv)
File "/srv/zulip-venv-cache/726c7d1d35d9cd61bb4b70e98167a1db7b0c524d/zulip-py3-venv/lib/python3.8/site-packages/django/core/management/base.py", line 354, in run_from_argv
self.execute(*args, **cmd_options)
File "/srv/zulip-venv-cache/726c7d1d35d9cd61bb4b70e98167a1db7b0c524d/zulip-py3-venv/lib/python3.8/site-packages/django/core/management/base.py", line 398, in execute
output = self.handle(*args, **options)
File "/home/zulip/deployments/2022-03-29-17-46-36/zerver/management/commands/convert_rocketchat_data.py", line 45, in handle
do_convert_data(rocketchat_data_dir=data_dir, output_dir=output_dir)
File "/home/zulip/deployments/2022-03-29-17-46-36/zerver/data_import/rocketchat.py", line 940, in do_convert_data
realm = make_realm(realm_id, realm_subdomain, domain_name, rocketchat_data["instance"][0])
IndexError: list index out of range

Initially after mongodump -o /tmp/dump i got 3 folders in "dump", and one of them is "rocketchat", that obviously contains rocketchat data as .bson files.

Can anyone, please, clarify is it my fault during mongodump or convertion script bug?

I believe these bugs were fixed in Zulip 9.0. In general, for import tool issues, you should ask for help in https://zulip.com/development-community/, since it often really helps to coordinate more closely with your data. Rocket.Chat exports/database dumps are from MongoDB, which is schemaless, and sometimes there's corrupted data in it as a result.