Sorry but something when wonky when I cut and pasted the caldav directives from the Nginx config file. Here is the correct entries as they appear in my config file:

location = /.well-known/carddav {
return 301 $scheme://$host/remote.php/dav;
}
location = /.well-known/caldav {
return 301 $scheme://$host/remote.php/dav;
}