I get caught by the following quite often (too many Nagios installations!):
Error: Could not stat() command file ‘/var/lib/nagios3/rw/nagios.cmd’!
The external command file may be missing, Nagios may not be running, and/or Nagios may not be checking external commands. An error occurred while attempting to commit your command for processing.
The correct way to fix this in Ubuntu is:
service nagios3 stop dpkg-statoverride --update --add nagios www-data 2710 /var/lib/nagios3/rw dpkg-statoverride --update --add nagios nagios 751 /var/lib/nagios3 service nagios3 start