Hello,
Check these:
- https://help.directadmin.com/item.php?id=545
- https://www.nginx.com/resources/wiki/modules/fancy_index/
For the information on how to complete the built of NGINX with a custom module.
You need to enable it in templates per this guide: https://help.directadmin.com/item.php?id=558
Did you update the templates with your instructions? You need to place your directives manually.