I've attached my WORKING startup script for nagios. It was a real trial, but eventually I got it working.
The 'stock' /etc/init.d/nagios script doesn't come out of the box working. It has issues.
For OS's other than Linux you may want to trade the 'pkill' line for a variable that grabs the real PID (if not present in the PID file).
Be sure to RENAME the file to just 'nagios'.