fancyindex_header and fancyindex_footer options are currently broken in www-servers/nginx compiled with NGINX_MODULES_HTTP="fancyindex". This has already been fixed in upstream git master http://gitorious.org/ngx-fancyindex/ngx-fancyindex/commit/607159a61d061a168a40e8367bef9caefff6b11f/diffs/2034d0ad35298dabf20772c85293c16f67647bce . A suitable fix would be using the latest git version of the module in ebuilds for nginx 1.1.16 and above.
fixed in 1.2.5 and 1.3.8