When faced with the case where the open-loop transfer function (i.e. P(jw)C(jw)) has poles/zeros on the imaginary axis, the Nyquist path must be indented to avoid the singularity.
Generally, the contour is indented to the right-half plane by using a semicircle of arbitrarily small radius, e, about the pole or zero, as in the example below for a pole at the origin
. Then, when you're sketching the Nyquist plot out, you need to evaluate the frequency response at values close to the pole/zero. In other words, for a pole at s0 on the imaginary axis, you need to examine the behavior of the response at s0+e and also at s0-e.