Originally written by: https://bjornen.dev/wordpress-security-cache-protection-and-re-directs/ for apache, here is the nginx equivalent

cache-improvments-nginx.conf

# nginx configuration

location ~ ^/tag/?$ {
  rewrite ^(.*)$ https://example.com/ redirect;
}

location ~ ^/page/?$ {
  rewrite ^(.*)$ https://example.com/ redirect;
}

location ~ ^/search/?$ {
  rewrite ^(.*)$ https://example.com/ redirect;
}

location ~ ^/category/?$ {
  rewrite ^(.*)$ https://example.com/ redirect;
}

location ~ /wp/?$ {
  rewrite ^(.*)$ https://example.com/ redirect;
}

location ~ ^/favicon\.(?!ico) {
  rewrite ^(.*)$ https://example.com/favicon.ico redirect;
}

location ~ (?<!(^/))favicon\. {
  rewrite ^(.*)$ https://example.com/favicon.ico redirect;
}

location ~ /apple-touch-icon(.*)?.png {
  rewrite ^(.*)$ https://example.com/apple.png redirect;
}

location ~ (?<!(^/))(humans|robots)\.txt {
  rewrite ^(.*)$ https://example.com/$2.txt redirect;
}

location ~ (?<!(^(/wp/)))(xmlrpc)\.php {
  rewrite ^(.*)$ https://example.com/wp/xmlrpc.php redirect;
}

location ~ (?<!(^(/wp/)))(wp-login)\.php {
  rewrite ^(.*)$ https://example.com/wp/wp-login.php redirect;
}

location / {
  if ($request_method ~* "^(HEAD|TRACE|DELETE|TRACK|DEBUG)"){
    return 403;
  }
  if ($request_method ~* "GET"){
    return 403;
  }
  if ($query_string ~* "[a-zA-Z0-9_]=(\.\.//?)+"){
    return 403;
  }
  if ($query_string ~* "[a-zA-Z0-9_]=/([a-z0-9_.]//?)+"){
    return 403;
  }
  if ($query_string ~* "(eval\()"){
    return 403;
  }
  if ($query_string ~* "(javascript:)(.*)(;)"){
    return 403;
  }
  if ($query_string ~* "(base64_encode)(.*)(\()"){
    return 403;
  }
  if ($query_string ~* "(GLOBALS|REQUEST)(=|\"){
    return 403;
  }
  if ($query_string ~* "(<|%3C)(.*)script(.*)(>|%3)"){
    return 403;
  }
  if ($query_string ~* "(\\|\.\.\.|\.\./|~|`|<|>|\|)"){
    return 403;
  }
  if ($query_string ~* "mosConfig_[a-zA-Z_]{1,22}(=|%3D)"){
    return 403;
  }
  if ($query_string ~* "(boot\.ini|etc/passwd|self/environ)"){
    return 403;
  }
  if ($query_string ~* "(\'|\")(.*)(drop|exec|insert|md5|select|union)"){
    return 403;
  }
  if ($http_user_agent ~* "(libwww-perl|wget|python|nikto|curl|scan|java|winhttp|clshttp|loader)"){
    return 403;
  }
  if ($http_user_agent ~* "(<|>|'|%0A|%0D|%27|%3C|%3E|%00)"){
    return 403;
  }
  if ($http_user_agent ~* "(;|<|>|'|"|\)|\(|%0A|%0D|%22|%27|%28|%3C|%3E|%00).*(libwww-perl|wget|python|nikto|curl|scan|java|winhttp|HTTrack|clshttp|archiver|loader|email|harvest|extract|grab|miner)"){
    return 403;
  }
  if ($query_string ~ "[a-zA-Z0-9_]=http://"){
    return 403;
  }
  if ($query_string ~ "[a-zA-Z0-9_]=http%3A%2F%2F"){
    return 403;
  }
  if ($query_string ~ "[a-zA-Z0-9_]=(\.\.//?)+"){
    return 403;
  }
  if ($query_string ~* "[a-zA-Z0-9_]=/([a-z0-9_.]//?)+"){
    return 403;
  }
  if ($query_string ~* "\=PHP[0-9a-f]{8}-[0-9a-f]{4}-[0-9a-f]{4}-[0-9a-f]{4}-[0-9a-f]{12}"){
    return 403;
  }
  if ($query_string ~ "(\.\./|\.\.)"){
    return 403;
  }
  if ($query_string ~* "ftp\:"){
    return 403;
  }
  if ($query_string ~* "http\:"){
    return 403;
  }
  if ($query_string ~* "https\:"){
    return 403;
  }
  if ($query_string ~* "\=\|w\|"){
    return 403;
  }
  if ($query_string ~* "^(.*)/self/(.*)$"){
    return 403;
  }
  if ($query_string ~* "^(.*)cPath=http://(.*)$"){
    return 403;
  }
  if ($query_string ~* "(\<|%3C).*script.*(\>|%3E)"){
    return 403;
  }
  if ($query_string ~* "(<|%3C)([^s]*s)+cript.*(>|%3E)"){
    return 403;
  }
  if ($query_string ~* "(\<|%3C).*iframe.*(\>|%3E)"){
    return 403;
  }
  if ($query_string ~* "(<|%3C)([^i]*i)+frame.*(>|%3E)"){
    return 403;
  }
  if ($query_string ~* "base64_encode.*\(.*\)"){
    return 403;
  }
  if ($query_string ~* "base64_(en|de)code[^(]*\([^)]*\)"){
    return 403;
  }
  if ($query_string ~ "GLOBALS(=|\[|\%[0-9A-Z]{0,2})"){
    return 403;
  }
  if ($query_string ~ "_REQUEST(=|\[|\%[0-9A-Z]{0,2})"){
    return 403;
  }
  if ($query_string ~* "^.*(\[|\]|\(|\)|<|>).*"){
    return 403;
  }
  if ($query_string ~ "(NULL|OUTFILE|LOAD_FILE)"){
    return 403;
  }
  if ($query_string ~* "(\./|\../|\.../)+(motd|etc|bin)"){
    return 403;
  }
  if ($query_string ~* "(localhost|loopback|127\.0\.0\.1)"){
    return 403;
  }
  if ($query_string ~* "(<|>|'|%0A|%0D|%27|%3C|%3E|%00)"){
    return 403;
  }
  if ($query_string ~* "concat[^\(]*\("){
    return 403;
  }
  if ($query_string ~* "union([^s]*s)+elect"){
    return 403;
  }
  if ($query_string ~* "union([^a]*a)+ll([^s]*s)+elect"){
    return 403;
  }
  if ($query_string ~* "(;|<|>|'|"|\)|%0A|%0D|%22|%27|%3C|%3E|%00).*(/\*|union|select|insert|drop|delete|update|cast|create|char|convert|alter|declare|order|script|set|md5|benchmark|encode)"){
    return 403;
  }
  if ($query_string ~* "^(%2d|\-)[^=]+$"){
    return 403;
  }
  if ($query_string ~* "proc\/self\/environ"){
    return 403;
  }
  if ($query_string ~* "(sp_executesql)"){
    return 403;
  }
  rewrite ^(.*)$ https://$http_host$request_uri redirect;
}

location /wp-config.php {
  deny all;
}

location /xmlrpc.php {
  deny all;
}

location ~ ^.*\.([Hh][Tt][Aa]) {
  deny all;
}

location /php.ini {
  deny all;
}

location /php5.ini {
  deny all;
}

location /install.php {
  deny all;
}