Depois de um dia de dores de cabeça, resolvi esse problema. Aqui está a configuração do vhost que corrigiu isso.
server {
listen 80 default;
server_name *.example.com example.com;
root /srv/web/wpmulti;
access_log /var/log/nginx/example.access.log;
error_log /var/log/nginx/example.error.log;
index index.html;
location / {
index index.html index.htm index.php;
include global/restrictions.conf;
include global/wordpress-ms-subdir.conf;
rewrite ^ http://example.com$request_uri permanent;
}
location ^~ /wp-content/plugins/saml-20-single-sign-on {
location ~ ^(?<script_name>.*?\.php)(?<path_info>/.*)?$ {
include fastcgi_params;
fastcgi_param SCRIPT_FILENAME $document_root$script_name;
fastcgi_param PATH_INFO $path_info;
fastcgi_param PATH_TRANSLATED $document_root$path_info;
fastcgi_pass unix:/var/run/php5-fpm.sock;
}
}
}