I have working MMS with Jolla phone and Oneplus One in Finland. And I think I had it also with Nexus5 when I had that phone (If I hopefully remember right).
So MMS's are working with at least Jolla and Oneplus One with Sailfish Port.

Do you have "Settings - Mobile network - MMS Access Point" visible in Nexus 5?

If yes -> I would say that there is just some configuration problem with towards your Network provider.

ps.
https://together.jolla.com/question/...us-to-improve/