Spatio-temporal forecasting provides potential for discovering evolutionary patterns in geographical scientific data. However, geographical scientific datasets are often manually collected across studies, resulting in limited time spans and data scales. This hinders existing methods that rely on rich historical data for individual entities. In this paper, we argue that heterogeneous datasets from different studies can provide complementary insights into the same underlying system, helping improve predictions for geographical entities with limited historical data. To this end, we propose a Segment Quadtree Geographical Embedding Framework (SQGEF). SQGEF integrates knowledge from datasets with varied target entities, time spans, and observation variables to learn unified representations for multi-granularity entities—including those absent during training. Specifically, we propose a novel data structure, Segment Quadtree, that flexibly accommodates entities of varying granularities. SQGEF not only captures multi-level interactions from grid data but also extracts nested relationships and human-defined boundaries from diverse entities, enabling a comprehensive understanding of complex geographical structures. Experiments on real-world datasets demonstrate that SQGEF effectively represents unseen geographical entities and enhances performance for various models.