Hi Giorgos,
Actually, you can find CSP in this file /etc/nginx/common/headers-html.conf, as you can see is empty, you need to manually add the correct values according to your site configuration.
The downside is that this file will be overwritten during some Webinoly updates, that's why we don't promote this feature because is not completely implemented. This feature is scheduled to be developed and released in v1.12.0.
We have no plans for "Feature Policy".
Regards.