From HA point of view, we know the feature is only available in paid version but as a workaround does nexus supports running multiple nexus containers on same server and managing it via a proxy lets say nginix docker image?
You can not run multiple containers on same server and manage it via proxy. The system is designed to only have a single node.
Even with our current HA configuration, which does require a PRO license, you would run each node on its own machine (virtual or physical), each with its own local database.
For other options, please review the Deployment Guide, which covers other ways to deploy Nexus