Ano, zkoušel jsem to.
Dostanu na výstupu pouze "File not found."
V error logu mám

2023/01/10 15:20:45 [error] 31159#31159: *33263 FastCGI sent in stderr: "Primary script unknown" while reading response header from upstream, client: xx.xxx.xx.xxx, server: example.com, request: "GET / HTTP/2.0", upstream: "fastcgi://127.0.0.1:9999", host: "www.example.com"