Visit my.sonatype.com for documentation on Nexus Repository version 2.
Nexus Repository 2 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, so when Nexus Repository 2 moves up to that version it will not be possible to use AJP at all.