Specifying search_type=dfs_query_then_fetch does not work for nested queries; the scores returned are still based on local information in each shard. Please see my gist here for details.
Configuration
Elasticsearch 2.3.0
Number of nodes, shards, replicas: default
Java version 1.7.0_80, 64-Bit
Tried it locally only, on Windows 10 64-Bit
P.S. I am not sure whether this is a bug or an error on my part, so I am posting it here first.