I know you are using nginx, I was just talking generically about rewrite.
I use nginx for static files and it works as long as you have the correct rewrite rules in the server and location of your config file.
Did you try un-checking the Rewrite URL structure
If disabled, CSS and JS embeddings will use GET variables instead of "fancy" links. box.
That will tell you that the plugin works correctly but that somehow your rewrite in Apache or in your case nginx is not correct.
Craig
