Nginx location regex variable not working with try_file

I have a site in which I want to create and delete folders with staging wordpress sites.

the structure is something like this:

/wp1
/wp2
/wp3
/...

I am using nginx and I am aware that in order to make this work I have to create multiple location blocks to capture each wordpress site:

location /wp1 {
    try_files $uri $uri/ /wp1/index.php?$args;
}
location /wp2 {
    try_files $uri $uri/ /wp2/index.php?$args;
}
location /wp3 {
    try_files $uri $uri/ /wp3/index.php?$args;
}
...

That coonfiguration works perfectly, but is hard to mantain, so I was trying a regex with the location in order to only use one location block for all sites so I can just delete and create folders not having to worry with the nginx setup:

location ~ ^/wp(?<staging>\d+) {
    try_files $uri $uri/ /wp$staging/index.php?$args;
}

But this does not work. Any ideas on what am I missing?

This is my full configuration file:

server {
    listen 80 default_server;
    listen [::]:80 default_server;
    server_name _;
    root /home/city/sites/staging1/html;
    index index.php;
    location = /favicon.ico {
            log_not_found off;
            access_log off;
    }
    location = /robots.txt {
            allow all;
            log_not_found off;
            access_log off;
    }
    location / {
            try_files $uri $uri/ /index.php?$args;
    }
    location ~ ^/stg(?<staging>\d+) {
            try_files $uri $uri/ /stg$staging/index.php?$args;
    }
    location ~ \.php$ {
            include fastcgi.conf;
            fastcgi_intercept_errors on;
            fastcgi_pass unix:/run/php/php7.0-fpm.city.sock;
    }
    location ~* \.(js|css|png|jpg|jpeg|gif|ico)$ {
            expires max;
            log_not_found off;
    }
}

This is the output of curl -I http://ipaddress/wp2

HTTP/1.1 301 Moved Permanently
Server: nginx
Date: Tue, 17 Jan 2017 03:45:43 GMT
Content-Type: text/html
Content-Length: 178
Location: http://ipaddress/wp2/
Connection: keep-alive

This is the output of curl -I http://ipaddress/wp2/

HTTP/1.1 200 OK
Server: nginx
Date: Tue, 17 Jan 2017 03:45:49 GMT
Content-Type: application/octet-stream
Content-Length: 418
Last-Modified: Wed, 25 Sep 2013 00:18:11 GMT
Connection: keep-alive
ETag: "52422bc3-1a2"
Accept-Ranges: bytes

But this downloads the index.php wordpress file, the content type is application/octet-stream which is not what I should get.

This is an expected curl output without the regex location block, a simple wordpress site:

HTTP/1.1 200 OK
Server: nginx
Date: Tue, 17 Jan 2017 04:30:30 GMT
Content-Type: text/html; charset=UTF-8
Connection: keep-alive
Link: <http://ipaddress/wp2/wp-json/>; rel="https://api.w.org/"
Link: <http://ipaddress/wp2/>; rel=shortlink 

On the nginx log files I can see that the regex location is being used, but I don't get what is the problem and why I get that response:

[debug] 24359#24359: *1330 test location: "/"
[debug] 24359#24359: *1330 test location: "favicon.ico"
[debug] 24359#24359: *1330 test location: "robots.txt"
[debug] 24359#24359: *1330 test location: ~ "^/wp(?<staging>\d+)"
[debug] 24359#24359: *1330 http regex set $staging to "2"
[debug] 24359#24359: *1330 using configuration "^/wp(?<staging>\d+)"
[debug] 24359#24359: *1330 http cl:-1 max:1048576
[debug] 24359#24359: *1330 rewrite phase: 3
[debug] 24359#24359: *1330 post rewrite phase: 4
[debug] 24359#24359: *1330 generic phase: 5
[debug] 24359#24359: *1330 generic phase: 6
[debug] 24359#24359: *1330 generic phase: 7
[debug] 24359#24359: *1330 access phase: 8
[debug] 24359#24359: *1330 access phase: 9
[debug] 24359#24359: *1330 access phase: 10
[debug] 24359#24359: *1330 post access phase: 11
[debug] 24359#24359: *1330 try files phase: 12
[debug] 24359#24359: *1330 http script var: "/wp2"
[debug] 24359#24359: *1330 trying to use file: "/wp2" "/home/city/sites/staging1/html/wp2"
[debug] 24359#24359: *1330 http script var: "/wp2"
[debug] 24359#24359: *1330 trying to use dir: "/wp2" "/home/city/sites/staging1/html/wp2"
[debug] 24359#24359: *1330 try file uri: "/wp2"
[debug] 24359#24359: *1330 content phase: 13
[debug] 24359#24359: *1330 content phase: 14
[debug] 24359#24359: *1330 content phase: 15
[debug] 24359#24359: *1330 content phase: 16
[debug] 24359#24359: *1330 content phase: 17
[debug] 24359#24359: *1330 http filename: "/home/city/sites/staging1/html/wp2"