Error: Could not stat() command file '/var/lib/nagios2/rw/nagios.cmd'!

Oops.

All it needed was
/etc/nagios2#/etc/init.d/nagios2 stop
Stopping nagios2 monitoring daemon: nagios2.
/etc/nagios2# dpkg-statoverride --update --add nagios www-data 2710 /var/lib/nagios2/rw
/etc/nagios2# dpkg-statoverride --update --add nagios nagios 751 /var/lib/nagios2
/etc/nagios2# /etc/init.d/nagios2 start
Starting nagios2 monitoring daemon: nagios2.

ref. http://ubuntuforums.org/showthread.php?t=458375