Magento2 and Fishpig wordpress integration

Hello,
I have a wordpress blog into magento by the fishpig's module.

Wordpress is in magento2-root/pub/wp
but in magento settings is set to The front of blog is showing 404, wordpress admin is working fine

I have set in wordpress >> settings >> general
WordPress Address (URL) : magentoUrl/wp
Site Address (URL) : magentoUrl/blog

What is the setup for fixing this in nginx?
I am using magento-cloud
Thanks,