Hey, thanks for the report.
Nebius AI isn’t officially supported in Cursor as a BYOK provider. Supported providers are OpenAI, Anthropic, Google, Azure OpenAI, and AWS Bedrock docs: API Keys | Cursor Docs.
The “trouble finding the resource” error is likely happening because when you override the OpenAI base URL, Cursor may still send requests in a format that isn’t fully compatible with the Nebius API. This is a known issue with custom base URL overrides, the request format can differ from what OpenAI-compatible endpoints expect.
For reference, here’s a similar case with Databricks: Cannot Connect to Databrick Hosted Models.
The team is aware of compatibility issues with custom base URLs. There’s no ETA for improvements yet, but your report helps.