Was getting the error
script 'nexus' missing LSB tags and overrides
Luckily I found that someone had already done the work :)
http://mrexception.blogspot.com/2011/12/make-nexus-startup-script-lsb-compliant.html
From that post - add the following to the top of the file:
### BEGIN INIT INFO
# Provides: nexus
# Required-Start: $remote_fs $syslog $network
# Required-Stop: $remote_fs $syslog $network
# Default-Start: 2 3 4 5
# Default-Stop: 0 1 6
# Short-Description: Nexus Maven Proxy
# Description: Nexus Maven Proxy
### END INIT INFO