Correct configuration for Flask SocketIO

I recommend that you make Flask-SocketIO work without nginx and gunicorn. Once you can get it to work through the native gevent server you can move to your real setup.

Regarding your questions:

1) What address is this variable supposed to point to?

Your connection statement is correct. Socket.IO will take the host, port and namespace and build the connection URL on its own, including the /socket.io component. You do not need to specify that in your connection.

2) Is my configuration (nginx, gunicorn) correct?

I think the nginx config is correct. You seem to have copied it direct from my documentation, and I have verified that it works.

The gunicorn config I'm not sure, you are not showing enough of your project to tell. The command that I use, which you should have in your supervisor config, is this:

gunicorn --worker-class socketio.sgunicorn.GeventSocketIOWorker module:app

Where module is the main module of the application, and app is the name of the Flask application instance. You should definitely use a single worker, don't use two workers when using SocketIO.