attempt to call field 'exit' (a nil value)

CentOS Linux release 7.9.2009 (Core)
lua-nginx-module-0.10.20

luajit -v
LuaJIT 2.1.0-beta3 -- Copyright (C) 2005-2021 Mike Pall. https://luajit.org/

nginx -V
nginx version: nginx/1.19.3
built by gcc 4.8.5 20150623 (Red Hat 4.8.5-44) (GCC) 
built with OpenSSL 1.1.1g  21 Apr 2020
TLS SNI support enabled
configure arguments: --user=www --group=www --prefix=/usr/local/nginx --with-http_stub_status_module --with-http_ssl_module --with-http_v2_module --with-http_gzip_static_module --with-http_sub_module --with-stream --with-stream_ssl_module --with-openssl=/data/install/lnmp1.7/src/openssl-1.1.1g --with-openssl-opt=enable-weak-ssl-ciphers --add-dynamic-module=/usr/local/nginx/module/headers-more-nginx-module --add-dynamic-module=/home/jsx/lua-nginx-module-0.10.20 --add-dynamic-module=/home/jsx/redis2-nginx-module-0.15/ --add-dynamic-module=/home/jsx/echo-nginx-module-0.62/

demo.com.conf

    # ...
    location / {
        access_by_lua_file /usr/local/nginx/conf/lua/ip.lua;
        try_files $uri $uri/ /index.php?$query_string;
    }
   # ...

/usr/local/nginx/conf/lua/ip.lua

ngx.status = ngx.HTTP_GONE
ngx.say("This is our own content")
return ngx.exit(ngx.HTTP_GONE)

error.log

2022/01/10 16:07:50 [error] 28446#0: *60 lua entry thread aborted: runtime error: /usr/local/nginx/conf/lua/ip.lua:3: attempt to call field 'exit' (a nil value)
stack traceback:
coroutine 0:
	/usr/local/nginx/conf/lua/ip.lua: in function </usr/local/nginx/conf/lua/ip.lua:1>, client: 10.18.68.142, server: demo.com, request: "GET / HTTP/1.1", host: "demo.com"

What's going on here

Start with /usr/local/nginx/conf/lua/ip.lua and the location using access_by_lua_file, then compare the reported lua-nginx-module 0.10.20 and nginx configuration with the module's documented API. Done means explaining why ngx.exit is nil in this setup and identifying the relevant configuration or compatibility issue.