Excellent question.
Current setup
If your content is now all hosted elsewhere, leaving only the front-end WordPress site (which is sparse/bare), then you probably could switch to shared hosting -- assuming the allow adults sites. Many hosts do not, and thus you would require a VPS for that fact alone. I know of several USA hosts that explicitly allowed adult content (Arvixe,
HostDime), but many Europearn hosts probably do as well. I've never actually asked
EuroVPS if they allow adult content on their shared plans, so just ask them.
13k/monthly (500/daily) is not a lot of traffic at all. Just cache the WordPress site, using "DB Cache Reloaded Fix" with "Hypercache Extended" cache plugins. (Those work best, not W3 Total Cache, Super Cache, etc.)
I would stick with
EuroVPS, even if you move from VPS to shared. Hosting often gets worse, not better, with others. Other good EU hosts, however, include Stablehost, WehostingBuzz and
Baltic Servers. But again, check for policies on adult content.
Old setup
I know you've moved to a proprietary CMS (with their hosting), but in case you don't like it, and want to move back to WordPress, it can be done. There really wasn't anything wrong with your software setup, but I think the server setup could have been tweaked better.
When it comes to server solutions, you often have to get creative. Sometimes ONE server (or even ONE host) is not the best solution.
nginx 500 errors are infamous online -- Google it, if you've not done so already. It's likely related to PHP, and the settings (conf) for nginx. That can be a real nuisance to deal with. I've never been fond of pure nginx for PHP apps for this very reason. I prefer to reverse-proxy nginx instead, letting Apache handle the PHP requests. (Even then it can generate 500 errors, but it's rare in my experience.)
EuroVPS is an excellent host, and I highly recommend them. This very site has been hosted on their server for almost 8 years now. But I'm not sure I agree with their setup choices. (Also acknowledging that I know very little here -- only what you've told me thus far.)
What I would do is :
(1) Have the "site" -- not images or videos, just the WordPress CSS/PHP -- hosted on a shared server. Note that you MUST have a good WP cache to reduce the PHP/MySQL calls. Use "DB Cache Reloaded Fix" with "Hypercache Extended". Because 13k monthly isn't much traffic at all.
(2) On a VPS that ONLY has the nginx webserver -- with nothing else whatsoever (no panels, no PHP, not even FTP) -- put the video, images, and even JS files from the server itself.
That would solve the load issue, and likely solve the nginx 500 issues that are caused by PHP.
But it does create some "problems", maybe. The slaved VPS can have files hotlinked, but there is a simple fix for this. The files are also not behind any kind of protected area. So if you want to prevent direct access to the images or videos, you have to integrate them more tightly. Much of that would depends on the CMS in use. For example, this forum runs vBulletin, and unless you're logged in, you can't see the attached images and files on posts. But it's also on the same server, not seperate ones. This particular version of the forum software cannot natively slave attachments to another server (be it simply another server, or a multi-honed CDN). So again, some of this depends on the CMS in use. I know that there was a WordPress plugin being developed last year for this very thing, though I've not followed it's progress as of late.
I have a feeling that the content does increase server requests, and even though it's not a lot of traffic, it may warrant decent RAM on a VPS. So EuroVPS is likely correct here. (They never upsell anybody like shady hosts do.) But they are not as "outside the box" as I am when it comes to creative server setups.
You could "get away" with a low-RAM VPS with just nginx. And upload via SSH in FTP software, just not use an FTP service on the server. Add APF or CSF firewall, change the SSH port, and disable root logins. Then get a shared plan just for the site itself. That's an option.
Firewall issues happen. If it's your VPS, whitelist yourself (and the host!). If your IP is not static, then you probably have heard them say that several times.
Again, just something to think about, should you decide the new CMS is not what you want after all.