To accomplish something like this, you'll likely want to setup https for Nexus Repository. This Docker image is a good starting point for that: https://hub.docker.com/r/bradbeck/nexus-https/
You'll also want to expose ports for any proxy, hosted or group repositories you plan on setting up. Follow instructions here: https://books.sonatype.com/nexus-book/3.2/reference/docker.html#docker-proxy for setting up a proxy.
Once you've setup the repositories you want, you will also need to expose these ports via Docker. You'll want to run a command similar to the following:
docker run -d -p 8081:8081 -p 8443:8443 -p 8444:8444 -v ~/nexus-data:/nexus-data -v ~/nexus-ssl:/opt/sonatype/nexus/etc/ssl --name nexus bradbeck/nexus-https
You may also need to modify the Dockerfile itself to expose the ports you want to use (I've used 8444 in this case). You'll do this modification here: https://github.com/bradbeck/nexus-https/blob/master/Dockerfile#L56
As well, a community member sent us a PR a while ago that setup a default Docker registry: https://github.com/sonatype/docker-nexus3/pull/48/files . We did not merge it as the changes are a bit broad (not everyone needs one setup by default), but perhaps it will help you on your quest :)