Save x,y,z values to a GeoJSON file from QGIS

To create a PolygonZ use the following structure:

QgsGeometry( QgsPolygon( QgsLineString( lat_lon_points ) ) )

Example:

points = [QgsPoint(1,1,1), QgsPoint(1,2,2), QgsPoint(2,2,3)]

geometry = QgsGeometry( QgsPolygon( QgsLineString( points ) ) )

print(geometry)
# <QgsGeometry: PolygonZ ((1 1 1, 1 2 2, 2 2 3, 1 1 1))>) )

fet.setGeometry(geometry)