I have now tried this with nginx several times and what happens is that my 2GB VPS runs out of memory when Custombuild tries tor start nginx after building it. I am not the only one and I found a report with exactly the same problems.
I have compiled and installed mod_security/nginx using a low-end non-DA server so there must be something wrong with the Custombuild process.
To my horror I also noticed that the first thing ./build nginx did was delete my manually modified (GeoIP stuff) nginx.conf. Luckily I had a backup copy at hand. A side effect of that is that all geoip related custom configurations for customers I had added crashed nginx because the manually added geoIP was not there. Well, that should have been in the nginx-includes.conf but I believed the build process would make a backup copy of the configuration, at least.
btw: The "Random questions" in this forum software are a pain in the *** for non-native (American English) speakers and even somebody with a background in English needs to scratch his head when figuring out what the possible proverb might be.