My pins are connected as follows; vcc-3v3, gnd-gnd, sda-A4, scl-A5.
Is it a 3.3 V only OLED? I suppose its vcc(OLED)-3v3(Nano).
Most OLEDs use 3.3V -5V where sometimes the 3.3V from the Arduino is not sufficient.
If its a 3.3V only OLED could you give the make of the OLED (does it have jumpers to change I2C address). Normaly the I2C scanner should return at least with nothing found.