I don’t fully understand what you’re saying, but let’s break this down.
Since you say you get an NGINX page, what does your NGINX config look like? What exactly does the NGINX “login page” say? Is it an error or is it a directory listing or something else?
Paperless does support defining a folder structure that you can use to organize documents within that paperless media volume however you should treat it as read only.
OP could use this as a way to keep their desired folder structure as much as possible, but it would have to be separate from the consumption folder.