OK, I did this:

1. Rebuilt nginx with "with-debug"
2. Added another line to my nginx.conf:

debug_connection MY IP ADDRESS;
log_format combined2 '$remote_addr - $remote_user [$time_local] '
'"$request" $status $body_bytes_sent '
'"$http_referer" "$http_user_agent"';
error_log logs/error.log debug;
access_log logs/access.mine.log;


3. Then restarted the server.

My error_log and access_log are still empty after I visit several pages of the website.

What else do I need to do?