IIS 7 and Above
Application Request Routing (ARR)
Configure Request Header Authentication in Nexus with IIS
Re: Configure Request Header Authentication in Nexus with IIS
Nov 08, 2016 03:16 AM|Yuk Ding|LINK
Considering it is a third-party feature, I'm sorry that I can't test configuring nexus with IIS on my side. By referring the support page
https://support.sonatype.com/hc/en-us, there seems no evidence that the nexus will support IIS. You could try to ask their vendor whether the nexus could be used with IIS.
Maybe you could try to use form authentication and your own code to authenticate the request header.
This link provide the instruction to build asp.net form authentication: