Does the D8 version work with Varnish?

@darrenwh please read Smart IP page under the "Configuration / Cache Performance Note".

Am I blind, or does that section no longer exist? I, too, would like to know how to get this running behind Varnish or nginx

EU Cookie Compliance checks location using JS, and that works with Varnish or db caching. As far as I can see the module will not work reliably with a cached request so an uncached Ajax request to check location makes sense.