I struggled with getting HTTP/2 working with ALPN on Ubuntu 14.04 back in February. After building nginx from source [1] I ended up switching to Docker base images that support OpenSSL 1.0.2 [2].
1: https://www.clay.fail/posts/ubuntu-http2-in-mere-hours 2: https://www.clay.fail/posts/hip-http2-using-docker/