How to serve multiple connections with an ESP8266 and an Adruino?
I might not have understood what you are trying to do, but if it is to use the ESP8266 to allow the Nano to connect to WIFI and act as a web server then I believe you are doing this the hard way.  

The ESP8266 is an 80 or 160MHz microprocessor with 64KB Program Ram + 96KB data RAM.  You are using a 16/32MHz microprocessor to generate pages and pass them to it.  I would recommend that you investigate using the Arduino IDE to program the ESP8266 in "Arduino C" it comes with a set of examples that include webservers (which is what I think you are trying to do).  Keep the Nano if the ESP8266s 10 digital and one analogue ports aren't enough to interface to you hardware.