Filebeat - unknown index name/nginx log formatting

  1. why does filebeat create a default 'filebeat' index whenever I run set up?

I don't understand your question. During the setup phase all indices and ingest pipelines must be installed.

  1. are the module directive correctly added in the configuration? For instance, for nginx I get logs scraped from the nginx container, but the in discovery I see a whole message like:

Did you check documents stored in indices? Do they contain proper fields?