If you are running Django + gunicorn with NGINX or Caddy and you are sure your configurations are correct, one thing to check is that you are connecting to NGINX / Caddy and not gunicorn itself.

i.e. If you are connected to localhost:8000/admin, you are connected to gunicorn and you will not get CSS / static files. Connect instead to localhost/admin

Coming back to a django project after a few months away and I was bashing my head against this for hours.