it looks like it need a tiny patch for nginx https://github.com/wolfSSL/wolfssl-nginx/blob/master/nginx-1.19.6-wolfssl.patch (adds 80lines to nginx code, patch file itself is 300 line)
and add --enable-nginx tag to wolfssl complie option
not sure --enable-nginx compile option will add to complied wolfssl binary/ and while it's "officially supported" by wolfssl, not sure how much they actually cared this looks underused functionality.