Update 2019:
This time I had to manually add
/zm/api
To the API section. I run a basic ZoneMinder installation behind an NGinX Proxy, here is my NGinX config for reference:
location / {
proxy_pass https://192.168.1.255:443/;
include /etc/nginx/proxy.conf;
}
}
I also had to disable HTTP Auth and use ZoneMinder Auth 
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Manually add
/cgi-bin/nph-zms
To path to cgi-bin inside ZM Settings.
