Проблема решена. Всем спасибо
Такая конфигурация заработала нормально

location /blog {
access_log /data0/logs/nginx/blog_log blog2;
error_log /var/log/nginx/test.log debug;
root /var/www/blog2.site.com;
index index.php;
try_files $uri $uri/ /blog/index.php?$query_string;

location ~ \.php$ {
fastcgi_pass 127.0.0.1:9000;
fastcgi_index index.php;
fastcgi_intercept_errors on;
fastcgi_param SCRIPT_FILENAME /var/www/blog2.site.com$fastcgi_script_name;
include fastcgi.conf;
}

location ~* \.(js|css|png|jpg|jpeg|gif|ico)$ {
expires max;
log_not_found off;
}
}