In Beyond Good and Evil, section 21, Nietzsche writes (this is not the whole section)
The desire for “freedom of will” in the superlative, metaphysical sense, such as still holds sway, unfortunately, in the minds of the half-educated, the desire to bear the entire and ultimate responsibility for one’s actions oneself, and to absolve God, the world, ancestors, chance, and society therefrom, involves nothing less than to be precisely this CAUSA SUI, and, with more than Munchausen daring, to pull oneself up into existence by the hair, out of the slough of nothingness. If any one should find out in this manner the crass stupidity of the celebrated conception of “free will” and put it out of his head altogether, I beg of him to carry his “enlightenment” a step further, and also put out of his head the contrary of this monstrous conception of “free will”: I mean “non-free will,” which is tantamount to a misuse of cause and effect.
Nietzsche's argument against free will is that any instance of it constitutes an example of causa sui (which he considers an absurdity). He then states that "non-free will" is absurd as well (his argument is that cause and effect are not part of nature but rather concepts useful to communicate so they shouldn't be used to take a Newtonian, say, perspective of the world).
What does he believe in then? I know he then mentions he believes that there are weak and strong wills. This doesn't answer the question. How can any instance of free will be unconceivable yet "non-free will" be absurd too?
Edit: (Correction on) my understanding of Nietzche's position:
-Free will is inherently nonsensical (by causa sui)
-non-free will doesn't follow from cause-effect (deterministic) arguments.
Technically, he doesn't say that non-free will is nonsensical yet he suggests put it out of our heads.