I recently bought a Nexys 4 Artix 7 (PSRAM not DDR version) and I'm trying to program the memory device so it boots directly into MEGA65.
I've compiled the latest nexys4.bit and nexys4.mcs files using Vivado 2019.2. Programming the memory device appears to be successful until I do a "Boot from configuration memory device" and then "Refresh Device". It shows a BIT05_0_CRC_ERROR. JP1 is set to QSPI.
So it looks like it's just the ConfigRate setting that needs changing. 33 MHz is too fast so the next lowest setting 26 MHz appears to work okay.
set_property BITSTREAM.CONFIG.CONFIGRATE 26 [current_design]
Now the only remaining issues are clearing and writing to flash from the MEGA65 configuration and having support for PSRAM again so things ike the MEGAMAZE demo have enough extended RAM for textures.