We are getting the same error after upgrading to stretch from jessie with nginx-full.
# cat /etc/nginx/modules-enabled/50-mod-http-dav-ext.conf load_module modules/ngx_http_dav_ext_module.so; # ls /usr/lib/nginx/modules/ngx_http_dav_ext_module.so /usr/lib/nginx/modules/ngx_http_dav_ext_module.so
