I tried, but I could not run this. I have something about 30 users on the server and i don't want mess up user's configurations. I know varnish but i don't know nginx cacheing. Sadly but true :]Well, install Varnish is quite easy to implement, but why wouldn't you use nginx as caching layer?
Varnish does not support HTTPS as far as I know so if you want to use it you should still run Apache to serve HTTPS requests or use NGINX for HTTPS only. It makes using of Vanish too complicated and pointless for shared hosting.
Redis is a PECL extension. There is no reason to add only redis, if directadmin and custombuild goes a way to support and allow to install PECL extensions it would be much better than supporting only one specific extension.