@hardworm
Разделил на 2 файла - errors_paths.conf

proxy_intercept_errors on;

location @401 {
    root /mnt/2TB/sites/sadium/public/errors;
    try_files /401.html 401.html;
}

location @403 {
    root /mnt/2TB/sites/sadium/public/errors;
    try_files /403.html 403.html;
}

location @404 {
    root /mnt/2TB/sites/sadium/public/errors;
    try_files /404.html 404.html;
}

location @408 {
    root /mnt/2TB/sites/sadium/public/errors;
    try_files /408.html 408.html;
}

location @500 {
    root /mnt/2TB/sites/sadium/public/errors;
    try_files /500.html 500.html;
}

location @502 {
    root /mnt/2TB/sites/sadium/public/errors;
    try_files /502.html 502.html;
}

location @503 {
    root /mnt/2TB/sites/sadium/public/errors;
    try_files /503.html 503.html;
}

location @504 {
    root /mnt/2TB/sites/sadium/public/errors;
    try_files /504.html 504.html;
}

его кидаю в server {}

и

errors_pages.conf

error_page 401 @401;
error_page 403 @403;
error_page 404 @404;
error_page 408 @408;
error_page 500 @500;
error_page 502 @502;
error_page 503 @503;
error_page 504 @504;

Его пишу в location {} (если есть)