TLDR: With Debian 9 (stretch), ALPN negociation is finally working out of the box thanks to a recent version of OpenSSL used.
OpenSSL> version OpenSSL 1.1.0f 25 May 2017 # Nginx was installed using official repositories nginx -v nginx version: nginx/1.13.1
All guides on internet refers to Debian 8 (Jessie) and none of them talks about Debian 9 (stretch), so I guess that worth writing a post to let you know that everything is working nicely out of the box.
No more manual compilation, or using backports version of openSSL ! Happy HTTP2.