How to redirect single URL in Nginx?

location ~ /issue([0-9]+) {
    return 301 http://example.com/shop/issues/custom_isse_name$1;
}

Put this in your server directive:

location /issue {
   rewrite ^/issue(.*) http://$server_name/shop/issues/custom_issue_name$1 permanent;
 }

Or duplicate it:

location /issue1 {
   rewrite ^/.* http://$server_name/shop/issues/custom_issue_name1 permanent;
}
location /issue2 {
   rewrite ^.* http://$server_name/shop/issues/custom_issue_name2 permanent;
}
 ...

If you need to duplicate more than a few redirects, you might consider using a map:

# map is outside of server block
map $uri $redirect_uri {
    ~^/issue1/?$    http://example.com/shop/issues/custom_isse_name1;
    ~^/issue2/?$    http://example.com/shop/issues/custom_isse_name2;
    ~^/issue3/?$    http://example.com/shop/issues/custom_isse_name3;
    # ... or put these in an included file
}

location / {
    try_files $uri $uri/ @redirect-map;
}

location @redirect-map {
    if ($redirect_uri) {  # redirect if the variable is defined
        return 301 $redirect_uri;
    }
}