Yea, but this default integration automates all the nginx config. Looks like the cache lives at /var/cache/domain.com_proxy.
Having a WordPress purging mechanism is critical. We can compile Nginx with
ngx_cache_purge module easy enough. The problem is that we'd have to take Nginx out the Plesk update tree or every update will erase this. Why is Plesk not shipping this pre-compiled with the purge module? Should be simple enough!