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Is there a way to tell whether I am using http-01, dns-01 or TLS-SNI-01? I'm using the letsencrypt nginx module.

Seems to use tls-sni-01. This is my guess by looking at the certbot-nginx source directory: https://github.com/certbot/certbot/tree/b1826d657ffc7c278041...

That's correct.

Certbot can use different plugins for validating the name and for installing the certificate.

You can configure HTTP-01 to work and use "certbot -a webroot -i nginx -w /path/to/whatever -d example.com -d www.example.com".