So far I have installed wordpress on mysite.com/blog and it works until know.
But I have 2 more questions.
Should I create another php-fpm pool site?
What about opcache, how can I configure it for mysite.com/blog ?
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You should not need to do either of these things. Creating a second site by using a different domain or subdomain would be a separate server block in Nginx and then would require the same configuration as your main site including a new server block, PHP-FPM configuration, etc.
Since you are running /blog under your main site, as far as Nginx is concerned all your site’s content is one PHP website.