In Destiny 2 on Nessus, Xur is standing on a Tree at the marked location at Watcher’s Grave on Nessus. To get to Xur, spawn in at the Watcher’s Grave landing zone and head over towards the location. Jump aboard and make your way to the top of the tree, usually, you’ll find a huge number of vehicles just below the tree where Xur is.
A great way to locate him easily is also by looking at where other Guardians are. I will also be adding a video guide shortly for the same.