This will setup nginx on centos8 to run within a jail and includes the geoip2 module. Have your geoip database .mmdb file and nginx module zip file within the same directory as this script.

nginx_jail_centos8

#!/bin/bash
# Update
yum update -y
yum install epel-release -y
yum update -y

# Create jail directories
D=/nginx
mkdir -p $D
mkdir -p $D/etc
mkdir -p $D/dev
mkdir -p $D/var
mkdir -p $D/var/run
mkdir -p $D/usr
mkdir -p $D/usr/local/nginx
mkdir -p $D/tmp
chmod 1777 $D/tmp
mkdir -p $D/var/tmp
chmod 1777 $D/var/tmp
mkdir -p $D/lib64
mkdir -p $D/usr/local
mkdir -p $D/bin
mkdir -p $D/sbin
mkdir -p $D/var/lib

# Create required device files
/bin/mknod -m 0666 $D/dev/null c 1 3
/bin/mknod -m 0666 $D/dev/random c 1 8
/bin/mknod -m 0444 $D/dev/urandom c 1 9
chmod 666 $D/dev/*

# Compile NGINX from source
yum install -y screen tar gzip wget gcc zlib-devel openssl-devel make pcre-devel libmaxminddb libxml2-devel libxslt-devel libgcrypt-devel gd-devel perl-ExtUtils-Embed GeoIP-devel
dnf --enablerepo=PowerTools install libmaxminddb-devel -y
unzip geoip2_module.zip
groupadd -g 951 nginx
useradd -g 951 -u 952 -c "Nginx web server" -d /var/lib/nginx -s /sbin/nologin nginx
curl -L https://github.com/nginx/nginx/archive/release-1.16.0.tar.gz > nginx.tar.gz
tar xf nginx.tar.gz
mv nginx-* nginx
cd nginx
auto/configure --with-pcre --with-threads --user=nginx --group=nginx --with-file-aio --with-http_ssl_module --with-http_v2_module --with-http_realip_module --with-http_auth_request_module --modules-path=/usr/local/nginx/modules --add-module=../ngx_http_geoip2_module-master --without-http_geo_module
make
make install

# Move only required files
cp /bin/bash $D/bin/
cp /sbin/nologin $D/sbin/
cp -fv /etc/{group,prelink.cache,services,adjtime,shells,gshadow,shadow,hosts.deny,localtime,nsswitch.conf,nscd.conf,prelink.conf,protocols,hosts,passwd,ld.so.cache,ld.so.conf,resolv.conf,host.conf} $D/etc
cp -avr /etc/{ld.so.conf.d,prelink.conf.d} $D/etc
cp /lib64/ld-linux-x86-64.so.2 /nginx/lib64/
cp /lib64/libnss_files.so.2 /nginx/lib64/
cp /lib64/libnss_sss.so.2 /nginx/lib64/
cp -avr /usr/local/nginx/* $D/usr/local/nginx
ldd $D/usr/local/nginx/sbin/nginx | grep "=> " | awk '{print $3}' | xargs -I '{}' cp -v '{}' $D/lib64
ldd /bin/bash | grep "=> " | awk '{print $3}' | xargs -I '{}' cp -v '{}' /nginx/lib64
ldd /sbin/nologin | grep "=> " | awk '{print $3}' | xargs -I '{}' cp -v '{}' /nginx/lib64
cp GeoLite2-Country.mmdb /nginx/etc/GeoLite2-Country.mmdb

# Create self signed files
mkdir -p /nginx/usr/local/nginx/ssl/private
mkdir -p /nginx/usr/local/nginx/ssl/certs
mkdir -p /nginx/etc/ssl/certs
sudo openssl req -x509 -nodes -days 365 -newkey rsa:2048 -keyout /nginx/usr/local/nginx/ssl/private/nginx-selfsigned.key -out /nginx/usr/local/nginx/ssl/certs/nginx-selfsigned.crt
sudo openssl dhparam -out /nginx/etc/ssl/certs/dhparam.pem 2048

# Test Nginx
chroot /nginx/ /usr/local/nginx/sbin/nginx -t

Launch nginx chroot /nginx/ /usr/local/nginx/sbin/nginx