Hello Thierry,

Just rebuilding a Debian package and installing it shouldn't break anything. But a problem or mistake can always happen, so I don't recommend doing eveything I said in my previous message on your production server.
I don't think you want to spend your XMas fixing your server :-) So compile, package and test nginx on a test server (a virtual machine for example).

And anyway, you really must have a backup of your production server (with all your config files), because shit can happen (mistake of an admin, hardware failure, a hack,...) and you could lose everything.

If you want to keep the modules already compiled in, you should add ModSecurity to the same flavor you used on your server. If you installed the package "nginx-full" flavor, you should add ModSecurity to "nginx-full", rebuild the packages and install your new "nginx-full.deb".

Best Regards.