UPDATE! Since Hide My WP PRO v 3.0 wp-admin can be hidden for Nginx servers. It will require a config update after you install the plugins.
Please read more details about how to configure Hide My WP for Nginx servers
For NGINX servers the wp-admin can’t be hidden because WordPress can’t use other admin paths to log in.
To prevent WordPress errors we only hide the wp-admin from users.
We work to hide that path too in the near future and we will notify you if we have some updates.