Can I use AJP protocol with Neuxs?

Nexus Professional uses Jetty as it's embedded web server. The Jetty maintainers strongly recommend against using AJP:

http://wiki.eclipse.org/Jetty/Howto/Configure_AJP13

Instead you should use HTTP with mod_proxy/nginx/etc.

Support for AJP has been removed from Jetty 9, when Nexus move up to that version it will not be possible to use AJP at all.