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I have set up M2 (2.3.3), nginx, redis and varnish. However, varnish is not doing any caching as confirmed from header. I can access both frontend and backend.

 varnish.service - Varnish HTTP accelerator
  Loaded: loaded (/lib/systemd/system/varnish.service; enabled; vendor preset: enabled)
  Active: active (running) since Wed 2019-11-27 14:21:21 UTC; 1 day 18h ago
   Docs: https://www.varnish-cache.org/docs/4.1/
        man:varnishd
Main PID: 24797 (varnishd)
   Tasks: 217 (limit: 2319)
  CGroup: /system.slice/varnish.service
       ├─24797 /usr/sbin/varnishd -j unix,user=vcache -F -a :6081 -T localhost:6082 -f /etc/varnish/default.vcl -S /etc/varnish/secret -s malloc,256m
       └─24841 /usr/sbin/varnishd -j unix,user=vcache -F -a :6081 -T localhost:6082 -f /etc/varnish/default.vcl -S /etc/varnish/secret -s malloc,256m

netstat -plntu output

tcp        0      0 0.0.0.0:6081            0.0.0.0:*               LISTEN      24797/varnishd
tcp        0      0 127.0.0.1:6082          0.0.0.0:*               LISTEN      24797/varnishd

nginx configuration

upstream fastcgi_backend {
     server  unix:/run/php/php7.2-fpm.sock;
}
server {
   server_name <mydomain>;
   listen 127.0.0.1:8080;
   set $MAGE_ROOT <myroot>;
   include <location of nginx.conf.sample>;
}

server {
   listen 80;
   server_name <mydomain>;
   return 301 https://<mydomain>$request_uri;
}

server {

   listen 443 ssl http2;
   server_name <mydomain>;

   access_log <location of access.log>;
   error_log <location of error.log>;

   ssl_certificate /etc/letsencrypt/live/<mydomain>/fullchain.pem; # managed by Certbot
   ssl_certificate_key /etc/letsencrypt/live/<mydomain>/privkey.pem; # managed by Certbot
   #include /etc/letsencrypt/options-ssl-nginx.conf; # managed by Certbot
   ssl_dhparam /etc/letsencrypt/ssl-dhparams.pem; # managed by Certbot
   ssl_ciphers EECDH+CHACHA20:EECDH+AES128:RSA+AES128:EECDH+AES256:RSA+AES256:EECDH+3DES:RSA+3DES:!MD5;
   ssl_session_cache shared:SSL:10m;
   ssl_session_timeout 24h;
   keepalive_timeout 300s;

   # OCSP stapling
   ssl_stapling on;
   ssl_stapling_verify on;

   # HSTS (ngx_http_headers_module is required) (63072000 seconds)
   add_header Strict-Transport-Security "max-age=63072000" always;

   location / {
       proxy_pass http://127.0.0.1:6081;
       proxy_set_header Host $http_host;
       proxy_set_header X-Forwarded-Host $http_host;
       proxy_set_header X-Real-IP $remote_addr;
       proxy_set_header X-Forwarded-For $proxy_add_x_forwarded_for;
       proxy_set_header Ssl-Offloaded "1";
       proxy_set_header X-Forwarded-Proto https;
       proxy_set_header X-Forwarded-Port 443;
       proxy_redirect  http://<mydomain>:8080/  /;
       proxy_http_version 1.1;
   }
}

Full Page Cache in Magento

Caching Application: Varnish Cache
Access list: 127.0.0.1
Backend host: 127.0.0.1
Backend port: 8080
Grace period: 300

Varnish configuration file:

# VCL version 5.0 is not supported so it should be 4.0 even though actually used Varnish version is 5
vcl 4.0;

import std;
# The minimal Varnish version is 5.0
# For SSL offloading, pass the following header in your proxy server or load balancer: 'X-Forwarded-Proto: https'

backend default {
.host = "127.0.0.1";
.port = "8080";
.first_byte_timeout = 600s;
.probe = {
    .url = "/pub/health_check.php";
    .timeout = 2s;
    .interval = 5s;
    .window = 10;
    .threshold = 5;
  }
}

acl purge {
    "127.0.0.1";
}

sub vcl_recv {
if (req.method == "PURGE") {
    if (client.ip !~ purge) {
        return (synth(405, "Method not allowed"));
    }
    # To use the X-Pool header for purging varnish during automated deployments, make sure the X-Pool header
    # has been added to the response in your backend server config. This is used, for example, by the
    # capistrano-magento2 gem for purging old content from varnish during it's deploy routine.
    if (!req.http.X-Magento-Tags-Pattern && !req.http.X-Pool) {
        return (synth(400, "X-Magento-Tags-Pattern or X-Pool header required"));
    }
    if (req.http.X-Magento-Tags-Pattern) {
      ban("obj.http.X-Magento-Tags ~ " + req.http.X-Magento-Tags-Pattern);
    }
    if (req.http.X-Pool) {
      ban("obj.http.X-Pool ~ " + req.http.X-Pool);
    }
    return (synth(200, "Purged"));
}

if (req.method != "GET" &&
    req.method != "HEAD" &&
    req.method != "PUT" &&
    req.method != "POST" &&
    req.method != "TRACE" &&
    req.method != "OPTIONS" &&
    req.method != "DELETE") {
      /* Non-RFC2616 or CONNECT which is weird. */
      return (pipe);
}

# We only deal with GET and HEAD by default
if (req.method != "GET" && req.method != "HEAD") {
    return (pass);
}

# Bypass shopping cart, checkout and search requests
if (req.url ~ "/checkout" || req.url ~ "/catalogsearch") {
    return (pass);
}

# Bypass health check requests
if (req.url ~ "/pub/health_check.php") {
    return (pass);
}

# Set initial grace period usage status
set req.http.grace = "none";

# normalize url in case of leading HTTP scheme and domain
set req.url = regsub(req.url, "^http[s]?://", "");

# collect all cookies
std.collect(req.http.Cookie);

# Compression filter. See https://www.varnish-cache.org/trac/wiki/FAQ/Compression
if (req.http.Accept-Encoding) {
    if (req.url ~ "\.(jpg|jpeg|png|gif|gz|tgz|bz2|tbz|mp3|ogg|swf|flv)$") {
        # No point in compressing these
        unset req.http.Accept-Encoding;
    } elsif (req.http.Accept-Encoding ~ "gzip") {
        set req.http.Accept-Encoding = "gzip";
    } elsif (req.http.Accept-Encoding ~ "deflate" && req.http.user-agent !~ "MSIE") {
        set req.http.Accept-Encoding = "deflate";
    } else {
        # unknown algorithm
        unset req.http.Accept-Encoding;
    }
}

# Remove all marketing get parameters to minimize the cache objects
if (req.url ~ "(\?|&)(gclid|cx|ie|cof|siteurl|zanpid|origin|fbclid|mc_[a-z]+|utm_[a-z]+|_bta_[a-z]+)=") {
    set req.url = regsuball(req.url, "(gclid|cx|ie|cof|siteurl|zanpid|origin|fbclid|mc_[a-z]+|utm_[a-z]+|_bta_[a-z]+)=[-_A-z0-9+()%.]+&?", "");
    set req.url = regsub(req.url, "[?|&]+$", "");
}

# Static files caching
if (req.url ~ "^/(pub/)?(media|static)/") {
    # Static files should not be cached by default
    return (pass);

    # But if you use a few locales and don't use CDN you can enable caching static files by commenting previous line (#return (pass);) and uncommenting next 3 lines
    #unset req.http.Https;
    #unset req.http.X-Forwarded-Proto;
    #unset req.http.Cookie;
}

return (hash);
}

sub vcl_hash {
    if (req.http.cookie ~ "X-Magento-Vary=") {
    hash_data(regsub(req.http.cookie, "^.*?X-Magento-Vary=([^;]+);*.*$", "\1"));
}

# For multi site configurations to not cache each other's content
if (req.http.host) {
    hash_data(req.http.host);
} else {
    hash_data(server.ip);
}

# To make sure http users don't see ssl warning
if (req.http.X-Forwarded-Proto) {
    hash_data(req.http.X-Forwarded-Proto);
}


if (req.url ~ "/graphql") {
    call process_graphql_headers;
}
}

sub process_graphql_headers {
if (req.http.Store) {
    hash_data(req.http.Store);
}
if (req.http.Content-Currency) {
    hash_data(req.http.Content-Currency);
}
}

sub vcl_backend_response {

set beresp.grace = 3d;

if (beresp.http.content-type ~ "text") {
    set beresp.do_esi = true;
}

if (bereq.url ~ "\.js$" || beresp.http.content-type ~ "text") {
    set beresp.do_gzip = true;
}

if (beresp.http.X-Magento-Debug) {
    set beresp.http.X-Magento-Cache-Control = beresp.http.Cache-Control;
}

  # cache only successfully responses and 404s
if (beresp.status != 200 && beresp.status != 404) {
    set beresp.ttl = 0s;
    set beresp.uncacheable = true;
    return (deliver);
} elsif (beresp.http.Cache-Control ~ "private") {
    set beresp.uncacheable = true;
    set beresp.ttl = 86400s;
    return (deliver);
}

# validate if we need to cache it and prevent from setting cookie
if (beresp.ttl > 0s && (bereq.method == "GET" || bereq.method == "HEAD")) {
    unset beresp.http.set-cookie;
}

# If page is not cacheable then bypass varnish for 2 minutes as Hit-For-Pass
if (beresp.ttl <= 0s ||
   beresp.http.Surrogate-control ~ "no-store" ||
   (!beresp.http.Surrogate-Control &&
   beresp.http.Cache-Control ~ "no-cache|no-store") ||
   beresp.http.Vary == "*") {
    # Mark as Hit-For-Pass for the next 2 minutes
    set beresp.ttl = 120s;
    set beresp.uncacheable = true;
}

return (deliver);
}

sub vcl_deliver {
if (resp.http.X-Magento-Debug) {
    if (resp.http.x-varnish ~ " ") {
        set resp.http.X-Magento-Cache-Debug = "HIT";
        set resp.http.Grace = req.http.grace;
    } else {
        set resp.http.X-Magento-Cache-Debug = "MISS";
    }
} else {
    unset resp.http.Age;
}

# Not letting browser to cache non-static files.
if (resp.http.Cache-Control !~ "private" && req.url !~ "^/(pub/)?(media|static)/") {
    set resp.http.Pragma = "no-cache";
    set resp.http.Expires = "-1";
    set resp.http.Cache-Control = "no-store, no-cache, must-revalidate, max-age=0";
}

unset resp.http.X-Magento-Debug;
unset resp.http.X-Magento-Tags;
unset resp.http.X-Powered-By;
unset resp.http.Server;
unset resp.http.X-Varnish;
unset resp.http.Via;
unset resp.http.Link;
}

sub vcl_hit {
if (obj.ttl >= 0s) {
    # Hit within TTL period
    return (deliver);
}
if (std.healthy(req.backend_hint)) {
    if (obj.ttl + 300s > 0s) {
        # Hit after TTL expiration, but within grace period
        set req.http.grace = "normal (healthy server)";
        return (deliver);
    } else {
        # Hit after TTL and grace expiration
        return (miss);
    }
} else {
    # server is not healthy, retrieve from cache
    set req.http.grace = "unlimited (unhealthy server)";
    return (deliver);
   }
}

Anything that seems off that would explain why varnish is not caching?

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