How to solve 404 permalink errors on nginx server

I can’t solve this issue. I tried everything I found over the web. I first tried configuring my nginx.conf following the example on codex with no success.
https://codex.wordpress.org/Nginx

I found that many users encounter this issue but the most popular fix is this:

    location / {
             try_files $uri $uri/ /index.php?$args;
    }

I still get 404 for all pages. This only happens if I don’t use the Plain setting in permalinks structure.

Any ideas on how can I fix this? Thank you!