If one of the files doesn’t have a newline at the end and you create the unified certificate (as instructed for StartSSL certs) like so:

cat ssl.crt sub.class1.server.ca.pem ca.pem > /etc/nginx/conf/ssl-unified.crt

Then you will end up with an error that looks like this:

SSL_CTX_use_certificate_chain_file failed (SSL: error:0906D066:PEM routines:PEM_read_bio:bad end line error:140DC009:SSL routines:SSL_CTX_use_certificate_chain_file:PEM lib)

Check out your ssl-unified.crt and you’ll see that there is no newline between one or more of the certificates, like this:

-----END CERTIFICATE----------BEGIN CERTIFICATE-----

Add it yourself and everything should be peachy:

-----END CERTIFICATE-----
-----BEGIN CERTIFICATE-----