ModSecurity not working with NGINX

New CWP admin, used to only use cPanel and looking for a change to save money!

Anyhow, testing out CWP Pro, got the firewall, mod security, apache, php-fpm all working, however when I try to use NGINX/NGINX configuration with PFP-FPM, ModSecurity is not working, the moment I switch back to Apache only, Mod Security starts working.

I also looked /etc/nginx/modules and it is empty, and nginx -V does not show modsecurity.

CentOS 7, Clean Install with CWP installed, nothing complicated here, confused why it just is not working out of the box.... any help would be appreciated, I do not see any documentation about adding modules ...

Unfortunately, it's not free:

The NGINX ModSecurity WAF is available to NGINX Plus customers as a downloaded dynamic module at an additional cost. You can try the NGINX ModSecurity WAF free for 30 days. To purchase or add the NGINX ModSecurity WAF to an existing NGINX Plus subscription, contact the NGINX sales team.

Perfect, thank you for the reply.