Thanks @sebastien_picavet for this idea. I ended up with two js scripts to get the whole advisory database from GitHub (only 100 entries per request) and check against our nexus server.
fsevents < 1.2.11 was the malicous package. All other hits look like false positive (all created on github on Jun 20, 2022 and all with version >= 0 and no patched version)
Thanks @sebastien_picavet - worked out for us as well. For small findings it works. In a larger scale the firewall makes more sense. but thanks for the hint.
Regarding the approach proposed by @sebastien_picavet, it is a good starting point. Unfortunately, it seems that Nexus Firewall also uses malware databases other than GitHub Advisory(Please note that es5-ext@0.10.64 has not GH advisory present). To be honest, relying on GitHub Advisory is problematic, as it is a vulnerability database — so, in any case, a lot of additional manual checking is needed. You can little improve the process by trying to narrow the search using CWE IDs or relevant keywords.