"Place block" ajax error when using nginx
Sometimes writing it down helps to figure things out! The missing bit of configuration needed is fastcgi_param QUERY_STRING $query_string;

With the Drupal nginx recipe but with that line added in the location ~ '\.php$|^/update.php' { block its now working as expected, both the is-active class is added to the active menu link and the "Place block" ajax works properly.