It would be really nice to not depend on Fontawesome for XenForo gallery, I disabled it but the icons are broken. I would like to host myself all the scripts etc.
That's true, but several major security advisories in not much time means to me that the implementation is not built with security in mind. Surely there are other not public vulnerabilities. I happily trade some extra speed for security in my forums.
Not really sure why anyone uses Apache anymore, other than because they just "always have". Can't really think of any advantage Apache has over Nginx these days.
I'd be interested in moving to Nginx if I had some volunteers to help us adjust redirects and other settings among all my sites to be compatible. There are Nginx add-ons for cPanel.