The config file will only be generated if you “install” the binding through the console or PaperUI. If you are using PaperUI, you need to configure the System to “Include Legacy 1.x Bindings” and the 1.9 zwave binding will now appear in the list. I’m not sure how to do it from the console.
You can see Using NGINX Reverse Proxy (Authentication and HTTPS) for setting up nginx.